Optimality principle and synthesis for a stochastic control problem in hilbert spaces (Q3335663)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality principle and synthesis for a stochastic control problem in hilbert spaces |
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Optimality principle and synthesis for a stochastic control problem in hilbert spaces (English)
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1984
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minimization of a convex functional
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Hilbert-valued linear stochastic system
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value function
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