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Partial differential equations (PDEs): Existence and uniqueness, regularity, boundary conditions, linear and non-linear operators, stability, soliton theory, integrable PDEs, conservation laws, qualitative dynamics.
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Optimal control of SDEs
I've set up a system of stochastic differential equations that I'd like to control. I'm new to optimal control theory and SDEs (and, admittedly, weak on PDEs), so I'm not certain if I've set this up c …