Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift

Marco Fuhrman, Carlo Orrieri. Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift. SIAM J. Control and Optimization, 54(1):341-371, 2016. [doi]

Authors

Marco Fuhrman

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Carlo Orrieri

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