Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian (Q765048)

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Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian
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    Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian (English)
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    19 March 2012
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    HJB equations
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    quadratic Hamiltonian
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    stochastic optimal control
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    infinite dimensions
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