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

Download
Full text for this resource is not available from the Research Repository.
Export

Meng, Q, Shen, Y and Shi, Peng ORCID: 0000-0001-8218-586X (2018) On the existence of optimal controls for backward stochastic partial differential equations. Statistics and Probability Letters, 137. 113 - 123. ISSN 0167-7152

Dimensions Badge

Altmetric Badge

Item type Article
URI https://vuir.vu.edu.au/id/eprint/37653
DOI 10.1016/j.spl.2018.01.013
Official URL https://www.sciencedirect.com/science/article/pii/...
Subjects Historical > FOR Classification > 0102 Applied Mathematics
Current > Division/Research > College of Science and Engineering
Keywords backward stochastic evolution equations; BSEE; BSPDEs; FBSEE; Hamiltonian system; linear–quadratic control
Citations in Scopus 0 - View on Scopus
Download/View statistics View download statistics for this item

Search Google Scholar

Repository staff login

CORE (COnnecting REpositories)