Optimal control problem for stochastic evolution equations in Hilbert spaces
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Publication:3058317
DOI10.1080/00207179.2010.495161zbMath1208.49004MaRDI QIDQ3058317
Publication date: 19 November 2010
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2010.495161
optimal control; backward stochastic differential equations; stochastic evolution equations; quadratic growth
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E20: Optimal stochastic control
49J15: Existence theories for optimal control problems involving ordinary differential equations
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