Federico, Salvatore; Ferrari, Giorgio; Riedel, Frank; Röckner, Michael: On a Class of Infinite-Dimensional Singular Stochastic Control Problems. In: . Jg.614. 2019, S. 22 ff.
Inhalt
- 1. Introduction
- 2. Setting and Problem Formulation
- 3. Characterization of optimal controls by necessary and sufficient first-order conditions
- 4. The case in which A generates a group
- 5. Application to PDE models
- 5.1. Dirichlet boundary conditions in the n-dimensional space
- 5.2. Compact 1-dimensional manifold without boundary
- 6. Concluding Remarks
- References