Stochastic maximum principle for optimal control of partial differential equations driven by white noise
Marco Fuhrman, Ying Hu, Gianmario Tessitore
Abstract
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Marco Fuhrman, Ying Hu, Gianmario Tessitore
Abstract
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Key concepts: White noise, Stochastic partial differential equation, Mathematics, Stochastic differential equation, Stochastic control, Maximum principle, Mathematical analysis, Partial differential equation