Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift (Q2796008)

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scientific article; zbMATH DE number 6559797
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Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift
scientific article; zbMATH DE number 6559797

    Statements

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    23 March 2016
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    stochastic optimal control
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    stochastic partial differential equations
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    stochastic maximum principle
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    backward stochastic partial differential equations
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    Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift (English)
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