Optimal Control of Unbounded Functional Stochastic Evolution Systems in Hilbert Spaces: Second-Order Path-dependent HJB Equation
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Publication:6523299
Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Control/observation systems governed by functional-differential equations (93C23) Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25)
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