Optimal Controls for Stochastic Partial Differential Equations
DOI10.1137/0328010zbMATH Open0695.93115OpenAlexW2116770634MaRDI QIDQ3472030FDOQ3472030
Authors: Noriaki Nagase, Makiko Nisio
Publication date: 1990
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0328010
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weak convergencecompactificationrelaxed controlconvexity conditionpartial observationBellman principlecontrolled linear stochastic partial differential equationsstochastic control of diffusions
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimal stochastic control (93E20)
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