Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations

MaRDI QIDQ7209905arXivFDO

Authors Ioana Ciotir, Nicolas Forcadel, Piero Visconti, Hasnaa Zidani

Publication date 2025

Published in arXiv

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimal stochastic control (93E20)

arXiv classification

math.OC

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