Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (Q5889015)

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scientific article; zbMATH DE number 7679116
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    Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives
    scientific article; zbMATH DE number 7679116

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      Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (English)
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      26 April 2023
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      stochastic boundary control problems
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      stochastic control of delay equation with delay in the control
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      unbounded control operator
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      second order Hamilton-Jacobi-Bellman equations in infinite dimension
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      smoothing properties of transition semigroups
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