Stochastic maximum principle for optimal control of SPDEs
Author:
Publisher
Elsevier BV
Subject
General Mathematics
Reference6 articles.
1. Stochastic maximum principle for distributed parameter systems;Bensoussan;J. Franklin Inst.,1983
2. Adapted solution of a backward semilinear stochastic evolution equation;Hu;Stochastic Anal. Appl.,1991
3. Analytic Semigroups and Optimal Regularity in Parabolic Problems;Lunardi,1995
4. A general stochastic maximum principle for optimal control problems;Peng;SIAM J. Control Optim.,1990
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