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Stochastic maximum principle for infinite dimensional control systems - MaRDI portal

Stochastic maximum principle for infinite dimensional control systems

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Publication:6234809

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arXiv1208.0529MaRDI QIDQ6234809

Kai Du, Qingxin Meng

Publication date: 2 August 2012

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems in abstract spaces (49K27)

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