Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757): Difference between revisions

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Latest revision as of 14:25, 12 July 2024

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Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces
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    Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (English)
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    23 September 2016
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    infinite horizon optimal control
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    backward stochastic differential equations
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    stochastic evolution equations
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    quadratic growth
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