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Record Nr. |
UNICAMPANIAVAN0103455 |
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Autore |
Lü, Qi |
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Titolo |
General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions / Qi Lü, Xu Zhang |
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Pubbl/distr/stampa |
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Titolo uniforme |
General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions |
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Descrizione fisica |
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Altri autori (Persone) |
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Soggetti |
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93E20 - Optimal stochastic control [MSC 2020] |
60H10 - Stochastic ordinary differential equations [MSC 2020] |
60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] |
49J55 - Existence of optimal solutions to problems involving randomness [MSC 2020] |
49K45 - Optimality conditions for problems involving randomness [MSC 2020] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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