2013•Applied Mathematics & OptimizationOpen access

Stochastic Maximum Principle for Optimal Control of SPDEs

Marco Fuhrman, Ying Hu, Gianmario Tessitore

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Key concepts: Maximum principle, Mathematics, Adjoint equation, Optimal control, Stochastic control, Stochastic differential equation, Pontryagin's minimum principle, Stochastic partial differential equation

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