Stochastic maximum principle for SPDEs with noise and control on the boundary-Reference-Cited by-同舟云学术

Stochastic maximum principle for SPDEs with noise and control on the boundary

Published:2011-03 Issue:3 Volume:60 Page:198-204
ISSN:0167-6911
Container-title:Systems & Control Letters
language:en
Short-container-title:Systems & Control Letters

Author:

Guatteri Giuseppina

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering

Reference16 articles.

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5. G. Fabbri, B. Goldys, An LQ problem for the heat equation on the halfline with Dirichlet boundary control and noise, 2008. arXiv:0801.3888v1 [math.PR].

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