Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games
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Publication:6527397
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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