Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations (Q6591596)
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scientific article; zbMATH DE number 7900409
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations |
scientific article; zbMATH DE number 7900409 |
Statements
Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations (English)
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22 August 2024
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dynamic programming
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Hamilton-Jacobi-Bellman equation
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Pontryagin maximum principle
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stochastic maximum principle
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stochastic optimal control
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verification theorem
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