This paper analyzes a discretization of a stochastic parabolic optimal control problem, where the diffusion term contains the control variable. With rough data, the convergence of the discretization is derived. In addition, a Monte-Carlo method is presented.

翻译：本文分析一个蒸汽抛物线最佳控制问题的离散性, 扩散术语包含控制变量。 有了粗略数据, 离散的趋同就得出了。 此外, 提供了蒙特- 卡洛 方法 。