Optimal Stochastic Control of Measure Solutions on Hilbert Space
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Publication:3004414
DOI10.1007/0-387-33882-9_1zbMath1214.93117OpenAlexW1545191390MaRDI QIDQ3004414
Publication date: 1 June 2011
Published in: IFIP International Federation for Information Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/0-387-33882-9_1
Hilbert spacestochastic differential equationsoptimal feedback controlsmeasurable vector fieldsfinitely additive measure solutions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Optimal stochastic control (93E20) Operator-theoretic methods (93B28)
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