Optimal control approach to nonlinear diffusion equations driven by Wiener noise (Q415419): Difference between revisions

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Optimal control approach to nonlinear diffusion equations driven by Wiener noise
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    Optimal control approach to nonlinear diffusion equations driven by Wiener noise (English)
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    8 May 2012
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    stochastic differential equation
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    convex function
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    Wiener process
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    optimal control
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