Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces
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Cites work
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- HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks
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- scientific article; zbMATH DE number 3936125 (Why is no real title available?)
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- scientific article; zbMATH DE number 3801925 (Why is no real title available?)
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- Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs
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- Semigroups of linear operators and applications to partial differential equations
- Some Solvable Stochastic Control Problems With Delay
- Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
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Cited in
(7)- Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces
- Infinite horizon stochastic delay evolution equations in Hilbert spaces and stochastic maximum principle
- Stochastic maximum principle for SPDEs with delay
- Optimal control for stochastic delay evolution equations
- Infinite horizon optimal control problems of backward stochastic delay differential equations in Hilbert spaces
- Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system
- Feedback control for Sobolev-type fractional stochastic evolution equations
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