FIRST ORDER BSPDEs IN HIGHER DIMENSION FOR OPTIMAL CONTROL PROBLEMS

Dokuchaev, Nikolai

doi:http://doi.org/10.1137/16M1075983

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Authors

Dokuchaev, Nikolai

Date

2017

Type

Journal Article

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Abstract

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Citation

Dokuchaev, N. 2017. FIRST ORDER BSPDEs IN HIGHER DIMENSION FOR OPTIMAL CONTROL PROBLEMS. SIAM Journal on Control and Optimization. 88 (2): pp. 818-834.

Source Title

SIAM Journal on Control and Optimization

URI

http://hdl.handle.net/20.500.11937/53664

DOI

http://doi.org/10.1137/16M1075983

Department

Department of Mathematics and Statistics

Collections

Research Papers