Stochastic maximum principle for distributed parameter systems

A. Bensoussan

doi:10.1016/0016-0032(83)90059-5

Stochastic maximum principle for distributed parameter systems

Research output: Journal Publications and Reviews (RGC: 21, 22, 62) › 21_Publication in refereed journal › peer-review

Overview

90 Scopus Citations

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Author(s)

A. Bensoussan

Detail(s)

Original language	English
Pages (from-to)	387-406
Journal / Publication	Journal of the Franklin Institute
Volume	315
Issue number	5-6
Publication status	Published - May 1983
Externally published	Yes

Link(s)

DOI	DOI https://doi.org/10.1016/0016-0032(83)90059-5 Final Published version
	Check@CityULib
Link to Scopus	https://www.scopus.com/record/display.uri?eid=2-s2.0-0020752016&origin=recordpage
Permanent Link	https://scholars.cityu.edu.hk/en/publications/publication(2e58a8df-f7f0-4493-8098-e1d353723edc).html

Abstract

The paper extends the finite dimensional stochastic maximum principle to a large class of distributed parameter systems. Although this class of systems does not include all actual distributed parameter systems, the approach of this paper can be easily adapted to any particular situation. © 1983.