Stochastic maximum principle for optimal control of SPDEs (Q5920294): Difference between revisions

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Latest revision as of 11:56, 7 July 2024

scientific article; zbMATH DE number 6272876
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English
Stochastic maximum principle for optimal control of SPDEs
scientific article; zbMATH DE number 6272876

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    Stochastic maximum principle for optimal control of SPDEs (English)
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    24 March 2014
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    stochastic maximum principle
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    stochastic partial differential equation
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    optimal control
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    adjoint process
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