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المؤلفون: Stannat, Wilhelm, Wessels, Lukas
المصدر: SIAM J. Control Optim., 59 (2021), 3552-3573
مصطلحات موضوعية: Mathematics - Probability, Mathematics - Optimization and Control, 93E20, 49K45, 60H15
URL الوصول: http://arxiv.org/abs/2105.05194
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المؤلفون: Lukas Wessels, Wilhelm Stannat
مصطلحات موضوعية: Stochastic control, Control and Optimization, Applied Mathematics, Space dimension, Probability (math.PR), Mathematics::Optimization and Control, Mathematics::Numerical Analysis, Pontryagin's minimum principle, Stochastic partial differential equation, Maximum principle, Mathematics::Probability, Optimization and Control (math.OC), FOS: Mathematics, Applied mathematics, Diffusion (business), 93E20, 49K45, 60H15, Mathematics - Optimization and Control, Mathematics - Probability, Mathematics