Stochastic maximum principle for SPDEs with noise and control on the boundary (Q2430966)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic maximum principle for SPDEs with noise and control on the boundary |
scientific article |
Statements
Stochastic maximum principle for SPDEs with noise and control on the boundary (English)
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8 April 2011
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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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