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
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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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