Stochastic maximum principle for optimal control of SPDEs
classification
🧮 math.OC
keywords
controlstochasticmaximumoptimalprinciplecasecoefficientcontain
read the original abstract
In this note, we give the stochastic maximum principle for optimal control of stochastic PDEs in the general case (when the control domain need not be convex and the diffusion coefficient can contain a control variable).
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.