Stochastic neutral evolution equations on Hilbert spaces with partially observed relaxed control and their necessary conditions of optimality

DOI10.1016/j.na.2014.01.019zbMath1285.49017OpenAlexW2066429568MaRDI QIDQ2442549

Nasir Uddin Ahmed

Publication date: 3 April 2014

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2014.01.019

zbMATH Keywords

optimal controlHilbert spacesrelaxed controlsstochastic neutral evolution equationsnecessary optimiality conditions

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45) Optimality conditions for problems in abstract spaces (49K27)

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Cites Work

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