A general maximum principle for partially observed stochastic evolution control systems

DOI10.1051/COCV/2026001MaRDI QIDQ6844285zbMATH OpenFDO

Authors Zhen Wu, Zeshan Yang

Publication date 16 March 2026

Published in European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1051/COCV/2026001

zbMATH Keywords

maximum principlepartial observationsecond-order adjoint processstochastic evolution equationtransposition solution

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Random operators and equations (aspects of stochastic analysis) (60H25) Optimal stochastic control (93E20)

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