Stochastic maximum principle for optimal control of SPDEs (Q5920294)
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scientific article; zbMATH DE number 6272876
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for optimal control of SPDEs |
scientific article; zbMATH DE number 6272876 |
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Stochastic maximum principle for optimal control of SPDEs (English)
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24 March 2014
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stochastic maximum principle
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stochastic partial differential equation
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optimal control
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adjoint process
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