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most citedTracking the Empirical Distribution of a Markov-modulated Duplication-Deletion Random Graph

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math.OC2025

Optimal Control of Stochastic Partial Differential Equations with Partial Observations: Stochastic Maximum Principles and Numerical Approximation

Yanzhao Cao, Hongjiang Qian, George Yin

This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control…