Dynamic Programming of the Stochastic Burgers Equation Driven by Lévy Noise
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DOI: 10.1007/s10957-024-02387-5
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- Giorgio Fabbri & Fausto Gozzi & Andrzej Swiech, 2017. "Stochastic Optimal Control in Infinite Dimensions - Dynamic Programming and HJB Equations," Post-Print hal-01505767, HAL.
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Keywords
Stochastic Burgers equation; Lévy noise; Dynamic programming; Hamilton–Jacobi–Bellman equation;All these keywords.
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