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Stochastic maximum principle for optimal control of SPDEs - MaRDI portal

Stochastic maximum principle for optimal control of SPDEs (Q5891799)

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scientific article; zbMATH DE number 6093912
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Stochastic maximum principle for optimal control of SPDEs
scientific article; zbMATH DE number 6093912

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    Stochastic maximum principle for optimal control of SPDEs (English)
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    16 October 2012
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    stochastic maximum principle
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    optimal control of stochastic PDEs
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