Stochastic optimal control for backward stochastic partial differential systems (Q1947337): Difference between revisions

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Latest revision as of 09:51, 6 July 2024

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Stochastic optimal control for backward stochastic partial differential systems
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    Stochastic optimal control for backward stochastic partial differential systems (English)
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    22 April 2013
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    backward stochastic partial differential equation
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    stochastic maximum principle
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    stochastic evolution equation
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    backward stochastic evolution equation
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    verification theorem
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