Stochastic maximum principle for SPDEs with noise and control on the boundary (Q2430966): Difference between revisions

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Latest revision as of 23:43, 3 July 2024

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Stochastic maximum principle for SPDEs with noise and control on the boundary
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    Stochastic maximum principle for SPDEs with noise and control on the boundary (English)
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    8 April 2011
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    stochastic control
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    maximum principle
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    stochastic evolution equation
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    backward stochastic differential equation
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