Optimal control approach to nonlinear diffusion equations driven by Wiener noise (Q415419)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control approach to nonlinear diffusion equations driven by Wiener noise |
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Optimal control approach to nonlinear diffusion equations driven by Wiener noise (English)
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8 May 2012
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stochastic differential equation
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convex function
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Wiener process
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optimal control
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