An Optimal Control Problem for Stochastic Linear PDE’s Driven by a Gaussian White Noise (Q5503143)
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scientific article; zbMATH DE number 5489244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Optimal Control Problem for Stochastic Linear PDE’s Driven by a Gaussian White Noise |
scientific article; zbMATH DE number 5489244 |
Statements
An Optimal Control Problem for Stochastic Linear PDE’s Driven by a Gaussian White Noise (English)
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12 January 2009
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optimal control problems
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linear stochastic partial differential equations
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Wiener-Itô chaos expansion
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Galerkin finite element method
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0.9485548
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0.92628336
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0.92070234
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0.91989785
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0.9180417
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0.91679215
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0.9158552
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