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- W1521032022 abstract "A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes its values in a separable Hilbert space and the control domain need not be convex. The result is obtained by using the adjoint backward stochastic differential equation." @default.
- W1521032022 created "2016-06-24" @default.
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- W1521032022 date "2012-02-17" @default.
- W1521032022 modified "2023-09-27" @default.
- W1521032022 title "Necessary and sufficient conditions of optimal control for infinite dimensional SDEs" @default.
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