A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator (Q2245631)
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English | A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator |
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A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator (English)
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15 November 2021
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stochastic partial differential equation
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spatial-temporal dependence
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spatial-temporal interaction operator
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stochastic optimal control problem
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maximum principle
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