Optimality conditions for parabolic stochastic optimal control problems with boundary controls
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Publication:6657500
DOI10.1007/S00245-024-10204-8MaRDI QIDQ6657500
Publication date: 6 January 2025
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
boundary controlstochastic optimal controlbackward stochastic evolution equationsneccessary optimality conditions
Set-valued and variational analysis (49J53) Fréchet and Gateaux differentiability in optimization (49J50)
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