An Algorithm for Infinite Dimensional Stochastic Control Problems
type: Item
instance of: scholarly article
zbMATH Open document ID: 1027.93042
author: Wilfried Grecksch
publication date: 2003-02-23T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 93C25
zbMATH DE Number: 1872814
zbMATH Keywords: stochastic maximum principle
zbMATH Keywords: Bonnans algorithm
zbMATH Keywords: adjoint process
zbMATH Keywords: Hamilton functions
zbMATH Keywords: finite-dimensional approximations
MaRDI profile type: Publication
OpenAlex ID: W2014256529
title: An Algorithm for Infinite Dimensional Stochastic Control Problems
DOI: 10.1002/1521-4001(200211)82:11/12%3C767::AID-ZAMM767%3E3.0.CO;2-M
full work available at URL: https://doi.org/10.1002/1521-4001(200211)82:11/12%3C767::aid-zamm767%3E3.0.co
description: scientific article; zbMATH DE number 1872814