2017•Stochastic Partial Differential Equations Analysis and ComputationsOpen access

Stochastic maximum principle for optimal control of partial differential equations driven by white noise

Marco Fuhrman, Ying Hu, Gianmario Tessitore

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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

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