scientific article; zbMATH DE number 1810498

MaRDI QIDQ3148340zbMATH OpenFDO

Authors Nazim Idrisoglu Mahmudov

Publication date 30 June 2003

zbMATH Keywords

backward equationsstochastic maximum principlesystem in Hilbert space

Mathematics Subject Classification ID

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

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Cited in

(19)

• Maximum principle for semilinear stochastic evolution systems
• Necessary conditions of optimality for some stochastic integrodifferential equations of neutral type on Hilbert spaces
• Necessary conditions for optimality for stochastic evolution equations
• 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
• Optimal control problem for stochastic evolution equations in Hilbert spaces
• Maximum principle for controlled stochastic evolution equations
• Optimality principle and synthesis for a stochastic control problem in hilbert spaces
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• Maximum principle for optimal control of infinite dimensional stochastic differential equations
• scientific article; zbMATH DE number 821976 (Why is no real title available?)
• Necessary conditions of optimality for a class of stochastic differential equations on UMD Banach spaces
• Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems
• Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces
• A maximum principle for optimal control of stochastic evolution equations
• Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities
• On backward stochastic evolution equations in Hilbert spaces and optimal control

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