Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations (Q3988495)

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scientific article; zbMATH DE number 32658
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Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations
scientific article; zbMATH DE number 32658

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    Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations (English)
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    28 June 1992
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    viscosity solution
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    Bellman equation
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    infinite horizon problems
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    stochastic partial differential equations
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