Stochastic Maximum Principle for Optimal Control of SPDEs

Authors

Keywords

Stochastic maximum principle, Stochastic partial differential equation, Optimal control, Adjoint process

Journal

APPLIED MATHEMATICS AND OPTIMIZATION

Volume 68, Issue 2, Pages 181-217

Publisher

Springer Nature

Online

2013-05-17

DOI

10.1007/s00245-013-9203-7

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