Necessary conditions for stochastic optimal control problems in infinite dimensions (Q2182627)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary conditions for stochastic optimal control problems in infinite dimensions |
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Necessary conditions for stochastic optimal control problems in infinite dimensions (English)
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26 May 2020
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stochastic optimal control
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first and second order necessary optimality conditions
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variational equation
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adjoint equation
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transposition solution
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maximum principle
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