A Maximum Principle for Optimal Control of Stochastic Evolution Equations
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/120882433
Reference9 articles.
1. Stochastic maximum principle for distributed parameter systems
2. A revisit to W2n-theory of super-parabolic backward stochastic partial differential equations in Rd
3. Stochastic maximum principle for optimal control of SPDEs
4. Maximum principle for semilinear stochastic evolution control systems
5. Stochastic evolution equations
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