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- W2017066714 abstract "We consider the optimal control for a Banach space valued stochastic delay evolution equation. The existence and uniqueness of the mild solution for the associated Hamilton–Jacobi–Bellman equations are obtained by means of backward stochastic differential equations. An application to optimal control of stochastic delay partial differential equations is also given." @default.
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- W2017066714 date "2011-08-01" @default.
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- W2017066714 title "Optimal control problems for stochastic delay evolution equations in Banach spaces" @default.
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- W2017066714 doi "https://doi.org/10.1080/00207179.2011.592999" @default.
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