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Preprint 17006


HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition

Authors: Giorgio Fabbri, Francesco Russo Projects: B1
Published: SIAM Journal on Control and Optimization 55 (2017), 4072–4091
Submission Date: 15.08.2017 Submitter: Michael Röckner
Download: PDF
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