Maximum principle for optimal control of stochastic partial differential equations (Q400794)

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scientific article; zbMATH DE number 6334152
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    Maximum principle for optimal control of stochastic partial differential equations
    scientific article; zbMATH DE number 6334152

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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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