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20072024
most citedStochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations

4 citations · 8 across the 19 of their papers we have counts for

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math.PR2014

Stochastic Maximum Principle for Optimal Control ofPartial Differential Equations Driven by White Noise

Marco Fuhrman, Ying Hu, Gianmario Tessitore

We prove a stochastic maximum principle ofPontryagin's type for the optimal control of a stochastic partial differential equationdriven by white noise in the case when the set of c…