Stochastic maximum principle for distributed parameter systems

A. Bensoussan

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

Stochastic maximum principle for distributed parameter systems

A. Bensoussan

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

119 Citations (Scopus)

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.

Original language	English
Pages (from-to)	387-406
Journal	Journal of the Franklin Institute
Volume	315
Issue number	5-6
DOIs	https://doi.org/10.1016/0016-0032(83)90059-5
Publication status	Published - May 1983
Externally published	Yes

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title = "Stochastic maximum principle for distributed parameter systems",

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. {\textcopyright} 1983.",

author = "A. Bensoussan",

year = "1983",

month = may,

doi = "10.1016/0016-0032(83)90059-5",

language = "English",

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pages = "387--406",

journal = "Journal of the Franklin Institute",

issn = "0016-0032",

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number = "5-6",

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T1 - Stochastic maximum principle for distributed parameter systems

AU - Bensoussan, A.

PY - 1983/5

Y1 - 1983/5

N2 - 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.

AB - 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.

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U2 - 10.1016/0016-0032(83)90059-5

DO - 10.1016/0016-0032(83)90059-5

M3 - RGC 21 - Publication in refereed journal

SN - 0016-0032

VL - 315

SP - 387

EP - 406

JO - Journal of the Franklin Institute

JF - Journal of the Franklin Institute

IS - 5-6

ER -

Stochastic maximum principle for distributed parameter systems

Abstract

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