Optimal Control of Stochastic Partial Differential Equations
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Publication:4678752
DOI10.1081/SAP-200044467zbMath1156.93406MaRDI QIDQ4678752
Publication date: 23 May 2005
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
optimal controlstochastic maximum principlestochastic forward and backward partial differential equations
Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45)
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