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zbMath0759.60069MaRDI QIDQ4015660

Piermarco Cannarsa, Giuseppe Da Prato

Publication date: 16 January 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic partial differential equations Hamilton-Jacobi equations probabilistic representation formula stochastic optimal control of distributed parameter systems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic analysis (60H99)

Related Items (1)

Optimal control for stochastic heat equation with memory

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