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On the existence of optimal controls for backward stochastic partial differential equations

Meng, Q, Shen, Y and Shi, Peng ORCID: 0000-0001-8218-586X (2018) On the existence of optimal controls for backward stochastic partial differential equations. Statistics and Probability Letters, 137. 113 - 123. ISSN 0167-7152

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Item Type: Article
Uncontrolled Keywords: backward stochastic evolution equations; BSEE; BSPDEs; FBSEE; Hamiltonian system; linear–quadratic control
Subjects: Current > FOR Classification > 0102 Applied Mathematics
Current > Division/Research > College of Science and Engineering
Depositing User: Symplectic Elements
Date Deposited: 09 Dec 2018 22:29
Last Modified: 16 Sep 2019 06:58
URI: http://vuir.vu.edu.au/id/eprint/37653
DOI: https://doi.org/10.1016/j.spl.2018.01.013
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Citations in Scopus: 0 - View on Scopus

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