General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
Details
- OL Work ID
- OL20706460W
Subjects
Differential topologyDuality theory (mathematics)Topological manifoldsDifferential equationsControl theoryMathematicsDistribution (Probability theory)System theoryFinanceMathematical optimizationStatisticsControl Systems TheoryCalculus of Variations and Optimal Control; OptimizationProbability Theory and Stochastic ProcessesQuantitative FinanceStatistics, general