Optimal control for stochastic delay evolution equations (Q315766)
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English | Optimal control for stochastic delay evolution equations |
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Optimal control for stochastic delay evolution equations (English)
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23 September 2016
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optimal control
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stochastic delay evolution equations
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anticipated backward stochastic evolution equations
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infinite-dimensional system
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random coefficients
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stochastic maximum principle
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stochastic partial differential equations
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