Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations (Q5012324)
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scientific article; zbMATH DE number 7389167
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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