scientific article; zbMATH DE number 1810498

MaRDI QIDQ3148340zbMATH OpenFDO

Authors Nazim Idrisoglu Mahmudov

Publication date 30 June 2003

zbMATH Keywords

stochastic maximum principlebackward equationssystem in Hilbert space

Mathematics Subject Classification ID

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

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Cited in

(18)

• Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces
• Optimality principle and synthesis for a stochastic control problem in hilbert spaces
• Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems
• 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
• scientific article; zbMATH DE number 3922509 (Why is no real title available?)
• Optimal control problem for stochastic evolution equations in Hilbert spaces
• Maximum principle for semilinear stochastic evolution systems
• Maximum principle for controlled stochastic evolution equations
• scientific article; zbMATH DE number 4025311 (Why is no real title available?)
• scientific article; zbMATH DE number 821976 (Why is no real title available?)

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