Stochastic maximum principle for optimal control of SPDEs
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Publication:5891799
DOI10.1016/j.crma.2012.07.009zbMath1256.93117arXiv1206.2119OpenAlexW4205427778MaRDI QIDQ5891799
Marco Fuhrman, Ying Hu, Gianmario Tessitore
Publication date: 16 October 2012
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.2119
Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45)
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