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Latest revision as of 12:07, 14 August 2024

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Necessary conditions for stochastic optimal control problems in infinite dimensions
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    Necessary conditions for stochastic optimal control problems in infinite dimensions (English)
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    26 May 2020
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    stochastic optimal control
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    first and second order necessary optimality conditions
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    variational equation
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    adjoint equation
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    transposition solution
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    maximum principle
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