Transposition method for backward stochastic evolution equations revisited, and its application

DOI10.3934/mcrf.2015.5.529zbMath1316.93126arXiv1405.4454OpenAlexW2964235123MaRDI QIDQ2356561

Qi Lü, Zhang, X.

Publication date: 30 July 2015

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.4454

zbMATH Keywords

optimal controlPontryagin-type maximum principletransposition solutionbackward stochastic evolution equations

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25) Optimality conditions for problems involving randomness (49K45)

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