Maximum principle for optimal control of stochastic partial differential equations (Q400794)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for optimal control of stochastic partial differential equations |
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Maximum principle for optimal control of stochastic partial differential equations (English)
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25 August 2014
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stochastic partial differential equation
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optimal control
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stochastic maximum principle
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martingale
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adjoint equation
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