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]

@article{FuhrmanO16,
  title = {Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift},
  author = {Marco Fuhrman and Carlo Orrieri},
  year = {2016},
  doi = {10.1137/15M1012888},
  url = {http://dx.doi.org/10.1137/15M1012888},
  researchr = {https://researchr.org/publication/FuhrmanO16},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {54},
  number = {1},
  pages = {341-371},
}