Maximum principle for semilinear stochastic evolution control systems

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A stochastic maximum principle with dissipativity conditions
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Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems
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Stochastic maximum principle for optimal control of partial differential equations driven by white noise
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Stochastic optimal control problem in advertising model with delay
Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications
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scientific article; zbMATH DE number 1810498 (Why is no real title available?)
Existence, uniqueness and space regularity of the adapted solutions of a backward spde
First order necessary condition for stochastic evolution control systems with random generators
A maximum principle for optimal control of stochastic evolution equations
First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints
Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations
A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes
L^2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension
Stochastic maximum principle for SPDEs with delay
Necessary and sufficient conditions of optimal control for infinite dimensional SDEs
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Non-linear time-advanced backward stochastic partial differential equations with jumps
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Infinite horizon optimal control problems of backward stochastic delay differential equations in Hilbert spaces
A general maximum principle for partially observed stochastic evolution control systems
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 problems with delay with dependence on the past through general measures
Control theory of stochastic distributed parameter systems: recent progress and open problems
SPDEs with space interactions and application to population modelling
Maximum principle for delayed stochastic mean-field control problem with state constraint
Stochastic maximum principle for systems driven by local martingales with spatial parameters
Optimal control of quantum systems in fermion fields: the Pontryagin-type maximum principle. I
Stochastic optimal control for backward stochastic partial differential systems
Forward-backward doubly stochastic differential equations with Poisson jumps in infinite dimensions
Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach
Maximum principle for semilinear stochastic evolution systems
Necessary optimality conditions for the control of partial integro-differential equations
Optimal control of backward stochastic heat equation with Neumann boundary control and noise
Mean-field backward stochastic evolution equations in Hilbert spaces and optimal control for BSPDEs
Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise
Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems
Singular control of SPDEs with space-mean dynamics
N-person differential games governed by semilinear stochastic evolution systems
Finite element methods for nonlinear backward stochastic partial differential equations and their error estimates

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