Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain (Q3518310)

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scientific article; zbMATH DE number 5308871
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    Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain
    scientific article; zbMATH DE number 5308871

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      Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain (English)
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      7 August 2008
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      Backward stochastic differential equations
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      Hamilton Jacobi Bellman equations
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