Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces
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Publication:1949514
DOI10.1155/2013/791786zbMATH Open1263.49022OpenAlexW2067969086WikidataQ58917473 ScholiaQ58917473MaRDI QIDQ1949514FDOQ1949514
Publication date: 8 May 2013
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2013/791786
PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)
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Cited In (4)
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- Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces
- Optimal control problems for stochastic delay evolution equations in Banach spaces
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