Optimal control of SPDEs with delay

来源 :International Conference on Stochastic Partial Differential | 被引量 : 0次 | 上传用户：ken_200

【摘要】

：

　　We study optimal control problems for (time-) delayed stochastic part ial differenti al equations with jumps.We establish sufficie nt and necessary (Pontrya

【作者】

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Bernt Oksendal

【机构】

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UniversityofOslo

【出处】

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International Conference on Stochastic Partial Differential

【发表日期】

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2011年4期

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　　We study optimal control problems for (time-) delayed stochastic part ial differenti al equations with jumps.We establish sufficie nt and necessary (Pontryagin type) m aximum principles for an optimal control of such systems.

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Optimal control of SPDEs with delay

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