Stochastic maximum principle for optimal control of SPDEs
نویسندگان
چکیده
منابع مشابه
Stochastic maximum principle for optimal control of SPDEs
In this note, we give the stochastic maximum principle for optimal control of stochastic PDEs in the general case (when the control domain need not be convex and the diffusion coefficient can contain a control variable).
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ژورنال
عنوان ژورنال: Comptes Rendus Mathematique
سال: 2012
ISSN: 1631-073X
DOI: 10.1016/j.crma.2012.07.009