A duality analysis on stochastic partial differential equations
暂无分享,去创建一个
[1] J. Bismut. An Introductory Approach to Duality in Optimal Stochastic Control , 1978 .
[2] Stochastic Partial Differential Equations and Applications II , 1989 .
[3] J. Lions,et al. Non-homogeneous boundary value problems and applications , 1972 .
[4] X. Zhou. On the necessary conditions of optimal controls for stochastic partial differential equations , 1993 .
[5] Alain Bensoussan,et al. Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions , 1983 .
[6] P. Lions. Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation , 1989 .
[7] B. Rozovskii,et al. ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS , 1977 .
[8] Boris Rozovskii,et al. Stochastic partial differential equations and diffusion processes , 1982 .
[9] E. Pardouxt,et al. Stochastic partial differential equations and filtering of diffusion processes , 1980 .