Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (Q448266)

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Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations
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    Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations (English)
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    30 August 2012
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    stochastic partial differential equations
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    boundary control
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    necessary conditions
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    convex state constraints
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    BSPDE with non-homogeneous double boundary conditions
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