✦ LIBER ✦

Stochastic maximum principle for optimal control of SPDEs

✍ Scribed by Marco Fuhrman; Ying Hu; Gianmario Tessitore

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A stochastic maximum principle for optim

✍ Bohdan Maslowski 📂 Article 📅 1988 🏛 Springer Netherlands 🌐 English ⚖ 214 KB

A General Stochastic Maximum Principle f

✍ Peng, Shige 📂 Article 📅 1990 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 992 KB

Maximum Principle for Stochastic Control

✍ A. Seierstad 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 677 KB

The Maximum Principle for Partially Obse

✍ Tang, Shanjian 📂 Article 📅 1998 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 370 KB

A maximum principle for partially observ

✍ Zhen Wu 📂 Article 📅 2010 🏛 Science in China Press (SCP) 🌐 English ⚖ 172 KB

A maximum principle for stochastic contr

✍ Harold J. Kushner; Fred C. Schweppe 📂 Article 📅 1964 🏛 Elsevier Science 🌐 English ⚖ 665 KB