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- W2950249691 abstract "A stochastic optimal control problem driven by an abstract evolution equation in a separable Hilbert space is considered. Thanks to the identification of the mild solution of the state equation as $nu$-weak Dirichlet process, the value processes is proved to be a real weak Dirichlet process. The uniqueness of the corresponding decomposition is used to prove a verification theorem. Through that technique several of the required assumptions are milder than those employed in previous contributions about non-regular solutions of Hamilton-Jacobi-Bellman equations." @default.
- W2950249691 created "2019-06-27" @default.
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- W2950249691 date "2017-01-01" @default.
- W2950249691 modified "2023-09-27" @default.
- W2950249691 title "HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition" @default.
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