A Maximum Principle for Optimal Control of Stochastic Evolution Equations

Title
A Maximum Principle for Optimal Control of Stochastic Evolution Equations
Authors
Keywords
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Journal
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Volume 51, Issue 6, Pages 4343-4362
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Online
2013-11-26
DOI
10.1137/120882433

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