Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324): Difference between revisions

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Revision as of 12:07, 26 July 2024

scientific article; zbMATH DE number 7389167
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English
Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations
scientific article; zbMATH DE number 7389167

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    Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (English)
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    1 September 2021
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    stochastic optimal control
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    operator-valued backward stochastic evolution equation
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    second order necessary condition
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    Malliavin calculus
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