Optimal control problems for stochastic delay evolution equations in Banach spaces (Q3098196)

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Optimal control problems for stochastic delay evolution equations in Banach spaces
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    Optimal control problems for stochastic delay evolution equations in Banach spaces (English)
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    17 November 2011
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    optimal control
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    Hamilton-Jacobi-Bellman equations
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    stochastic delay evolution equations
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    backward stochastic differential equations
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    Banach spaces
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