A STOCHASTIC OPTIMAL CONTROL PROBLEM GOVERNED BY SPDES VIA A SPATIAL-TEMPORAL INTERACTION OPERATOR

Gou, Z; Huang, NJ; Wang, MH; Zhang, YJ

Huang, NJ (corresponding author), Sichuan Univ, Dept Math, Chengdu 610064, Peoples R China.

MATHEMATICAL CONTROL AND RELATED FIELDS, 2021; 11 (2): 55

Abstract

In this paper, we first introduce a new spatial-temporal interaction operator to describe the space-time dependent phenomena. Then we consider the sto......

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