Optimal Stochastic Control of Measure Solutions on Hilbert Space
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Publication:3004414
DOI10.1007/0-387-33882-9_1zbMath1214.93117MaRDI 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 space; stochastic differential equations; optimal feedback controls; measurable vector fields; finitely additive measure solutions
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93B52: Feedback control
93E20: Optimal stochastic control
93B28: Operator-theoretic methods
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