Optimal control problem for stochastic evolution equations in Hilbert spaces (Q3058317): Difference between revisions

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Optimal control problem for stochastic evolution equations in Hilbert spaces
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    Optimal control problem for stochastic evolution equations in Hilbert spaces (English)
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    19 November 2010
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    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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