Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions (Q1635597)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions |
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Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions (English)
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31 May 2018
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stochastic control
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maximum principle
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stochastic evolution equation
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backward stochastic differential equation
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