Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations (Q3988495): Difference between revisions
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scientific article
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English | Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations |
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Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations (English)
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28 June 1992
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viscosity solution
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Bellman equation
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infinite horizon problems
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stochastic partial differential equations
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