scientific article; zbMATH DE number 1810498

zbMATH Open1014.93042MaRDI QIDQ3148340FDOQ3148340

Authors: Nazim Idrisoglu Mahmudov 

Publication date: 30 June 2003

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic maximum principlebackward equationssystem in Hilbert space

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25)

Cited In (18)

• Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces
• Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems
• Optimality principle and synthesis for a stochastic control problem in hilbert spaces
• Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities
• Necessary conditions for optimality for stochastic evolution equations
• Necessary conditions of optimality for some stochastic integrodifferential equations of neutral type on Hilbert spaces
• A maximum principle for optimal control of stochastic evolution equations
• Maximum principle for optimal control of infinite dimensional stochastic differential equations
• On backward stochastic evolution equations in Hilbert spaces and optimal control
• Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces
• Stochastic maximum principle for systems driven by local martingales with spatial parameters
• Necessary conditions of optimality for a class of stochastic differential equations on UMD Banach spaces
• Title not available (Why is that?)
• Optimal control problem for stochastic evolution equations in Hilbert spaces
• Maximum principle for controlled stochastic evolution equations
• Maximum principle for semilinear stochastic evolution systems
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• Title not available (Why is that?)

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