Optimal insider control of stochastic partial differential equations

DOI10.1142/S0219493718500144zbMath1386.60215arXiv1607.00197OpenAlexW2962907991MaRDI QIDQ4595008

Olfa Draouil, Bernt Øksendal

Publication date: 27 November 2017

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.00197

zbMATH Keywords

Donsker delta functionaloptimal insider controlstochastic partial differential equation (SPDE)

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic models in economics (91B70) Production theory, theory of the firm (91B38) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Economic dynamics (91B55)

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