Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (Q315757)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces |
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Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces (English)
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23 September 2016
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infinite horizon 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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