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

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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
URI https://vuir.vu.edu.au/id/eprint/37653
DOI https://doi.org/10.1016/j.spl.2018.01.013
Official URL https://www.sciencedirect.com/science/article/pii/...
Subjects Current > FOR Classification > 0102 Applied Mathematics
Current > Division/Research > College of Science and Engineering
Keywords backward stochastic evolution equations; BSEE; BSPDEs; FBSEE; Hamiltonian system; linear–quadratic control
Citations in Scopus 0 - View on Scopus
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