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A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition.
Ulrich Horst
Jinniao Qiu
Qi Zhang
Published in:
SIAM J. Control. Optim. (2016)
Keyphrases
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sufficient conditions
control system
linear combination
optimal control
basis functions
control problems
control theory
information retrieval
objective function
evolutionary algorithm
control strategy
stochastic control