scientific article; zbMATH DE number 515821

zbMath0811.49021MaRDI QIDQ4283325

Shanjian Tang, Xunjing Li

Publication date: 5 April 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic differential equationPoisson point processoptimal stochastic controlPontryagin-type maximum principledistributed parameter stochastic system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25) Optimality conditions for problems involving randomness (49K45) Optimality conditions for problems in abstract spaces (49K27)

Related Items (16)

Stochastic maximum principle for optimal control of partial differential equations driven by white noise ⋮ Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs ⋮ Necessary conditions for stochastic optimal control problems in infinite dimensions ⋮ Necessary stochastic maximum principle for dissipative systems on infinite time horizon ⋮ Control theory of stochastic distributed parameter systems: recent progress and open problems ⋮ Stochastic maximum principle for optimal control of SPDEs ⋮ Peng's Maximum Principle for Stochastic Partial Differential Equations ⋮ Stochastic maximum principle for optimal control of SPDEs ⋮ Nonlinear backward stochastic evolutionary equations driven by a space-time white noise ⋮ Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces ⋮ Backward stochastic dynamics on a filtered probability space ⋮ Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift ⋮ First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints ⋮ Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations ⋮ A stochastic maximum principle with dissipativity conditions ⋮ Transposition method for backward stochastic evolution equations revisited, and its application

This page was built for publication: