Optimal control problem for stochastic evolution equations in Hilbert spaces

DOI10.1080/00207179.2010.495161MaRDI QIDQ3058317zbMATH OpenOpenAlexFDO

Authors Jianjun Zhou, Bin Liu

Publication date 19 November 2010

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207179.2010.495161

zbMATH Keywords

backward stochastic differential equationsoptimal controlquadratic growthstochastic evolution equations

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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Cited in

(42)

• Solvability and optimal controls of a fractional impulsive stochastic partial integro-differential equation with state-dependent delay
• Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs
• Optimal control of second order stochastic evolution hemivariational inequalities with Poisson jumps
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• An optimal hybrid control problem in a Hilbert space
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• Optimality principle and synthesis for a stochastic control problem in hilbert spaces
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