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

DOI10.7151/dmdico.1153zbMath1332.49030OpenAlexW4239668101MaRDI QIDQ2951138

Nasir Uddin Ahmed

Publication date: 9 October 2015

Published in: Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7151/dmdico.1153

zbMATH Keywords

optimal controlnecessary optimality conditionsHilbert spacesstochastic evolution equationsrelaxed controls

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence theories for problems in abstract spaces (49J27) Optimality conditions for problems involving randomness (49K45) Optimality conditions for problems in abstract spaces (49K27) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (3)

Stochastic initial boundary value problems subject to distributed and boundary noise and their optimal control ⋮ Stochastic neutral evolution equations on Hilbert spaces with partially observed relaxed control and their necessary conditions of optimality ⋮ Necessary conditions of optimality for some stochastic integrodifferential equations of neutral type on Hilbert spaces

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