Nonlinear backward stochastic evolutionary equations driven by a space-time white noise
From MaRDI portal
Publication:2001552
DOI10.3934/mcrf.2018032zbMath1419.60051arXiv1708.00324OpenAlexW2741296441WikidataQ129107080 ScholiaQ129107080MaRDI QIDQ2001552
Publication date: 3 July 2019
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.00324
a priori estimatespace-time white noisebackward stochastic evolutionary equationdual argumentwell solvability
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Cites Work
- Stochastic maximum principle for distributed parameter systems
- Stochastic maximum principle for optimal control of partial differential equations driven by white noise
- Transposition method for backward stochastic evolution equations revisited, and its application
- Stochastic maximum principle for SPDEs with noise and control on the boundary
- Maximum principle for semilinear stochastic evolution control systems
- Adapted solution of a backward semilinear stochastic evolution equation
- On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations
- Ergodicity for Infinite Dimensional Systems
- A Maximum Principle for Optimal Control of Stochastic Evolution Equations
- General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
- Stochastic maximum principle for optimal control of SPDEs
- Stochastic Equations in Infinite Dimensions
- Unnamed Item
- Unnamed Item