Stochastic optimal control for backward stochastic partial differential systems
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Publication:1947337
DOI10.1016/j.jmaa.2013.01.053zbMath1260.93178MaRDI QIDQ1947337
Publication date: 22 April 2013
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.01.053
stochastic maximum principle; verification theorem; backward stochastic partial differential equation; stochastic evolution equation; backward stochastic evolution equation
93E20: Optimal stochastic control
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
49K45: Optimality conditions for problems involving randomness
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