Research Repository

On the existence of optimal controls for backward stochastic partial differential equations

Meng, Q, Shen, Y and Shi, Peng ORCID: 0000-0003-2668-7616 (2018) On the existence of optimal controls for backward stochastic partial differential equations. Statistics and Probability Letters, 137. 113 - 123. ISSN 0167-7152

Full text for this resource is not available from the Research Repository.
Item Type: Article
Uncontrolled Keywords: backward stochastic evolution equations; BSEE; BSPDEs; FBSEE; Hamiltonian system; linear–quadratic control
Subjects: FOR Classification > 0102 Applied Mathematics
Faculty/School/Research Centre/Department > College of Science and Engineering
Depositing User: Symplectic Elements
Date Deposited: 09 Dec 2018 22:29
Last Modified: 09 Dec 2018 22:29
URI: http://vuir.vu.edu.au/id/eprint/37653
DOI: https://doi.org/10.1016/j.spl.2018.01.013
ePrint Statistics: View download statistics for this item
Citations in Scopus: 0 - View on Scopus

Repository staff only

View Item View Item

Search Google Scholar