Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions (Q1635597): Difference between revisions

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Latest revision as of 18:45, 15 July 2024

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Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions
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    Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions (English)
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    31 May 2018
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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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