Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift
Fuhrman, Marco, Orrieri, CarloVolume:
54
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/15M1012888
Date:
January, 2016
File:
PDF, 312 KB
english, 2016