Optimal control problem for stochastic evolution equations in Hilbert spaces (Q3058317)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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