A Maximum Principle for Optimal Control of Stochastic Evolution Equations
Metadata only
Date
2013Type
- Journal Article
Publication status
publishedExternal links
Journal / series
SIAM Journal on Control and OptimizationVolume
Pages / Article No.
Publisher
SIAMSubject
Maximum principle; Stochastic evolution equation; Lp estimate; Stochastic bilinear functional; Operator-valued stochastic processOrganisational unit
03658 - Schweizer, Martin / Schweizer, Martin
Related publications and datasets
Is new version of: http://hdl.handle.net/20.500.11850/60598
Notes
Submitted 26 June 2012, Accepted 06 September 2013, Published online 26 November 2013.More
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