Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games
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Publication:6527397
arXiv2403.15988MaRDI QIDQ6527397FDOQ6527397
Authors: Guangdong Jing
Differential games and control (49N70) Differential games (aspects of game theory) (91A23) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)
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