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

Bibliographic reference Fabbri, Giorgio ; Russo, Francesco. HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition. IRES Discussion Papers ; 2017-3 (2017) 19 pages
Permanent URL http://hdl.handle.net/2078.1/182410