Optimal Control of Stochastic Partial Differential Equations
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Publication:4678752
DOI10.1081/SAP-200044467zbMath1156.93406MaRDI QIDQ4678752
Publication date: 23 May 2005
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
optimal control; stochastic maximum principle; stochastic forward and backward partial differential equations
60G35: Signal detection and filtering (aspects of stochastic processes)
93E20: Optimal stochastic control
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
49K45: Optimality conditions for problems involving randomness
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