Maximum principle for semilinear stochastic evolution control systems

Cited In (49)

A stochastic maximum principle with dissipativity conditions
Necessary conditions for stochastic optimal control problems in infinite dimensions
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Transposition method for backward stochastic evolution equations revisited, and its application
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Stochastic maximum principle for optimal control of SPDEs
Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems
Nonlinear backward stochastic evolutionary equations driven by a space-time white noise
Necessary Optimality Conditions for the Control of Partial Integro-Differential Equations
Stochastic maximum principle for optimal control of partial differential equations driven by white noise
Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift
Stochastic optimal control problem in advertising model with delay
Stochastic maximum principle for SPDEs with noise and control on the boundary
Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications
A variational formula for controlled backward stochastic partial differential equations and some applications
First order necessary condition for stochastic evolution control systems with random generators
Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions
Existence, uniqueness and space regularity of the adapted solutions of a backward spde
Title not available (Why is that?)
A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator
First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints
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Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations
Stochastic maximum principle for SPDEs with delay
On solutions of backward stochastic differential equations with jumps and with non-Lipschitzian coefficients in Hilbert spaces and stochastic control
A semidiscrete Galerkin scheme for backward stochastic parabolic differential equations
Control theory of stochastic distributed parameter systems: recent progress and open problems
SPDEs with space interactions and application to population modelling
On backward stochastic evolution equations in Hilbert spaces and optimal control
Finite Element Methods for Nonlinear Backward Stochastic Partial Differential Equations and Their Error Estimates
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
A Global Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Systems
Maximum principle for delayed stochastic mean-field control problem with state constraint
Stochastic maximum principle for systems driven by local martingales with spatial parameters
Stochastic optimal control for backward stochastic partial differential systems
Spatial convergence for semi-linear backward stochastic differential equations in Hilbert space: a mild approach
Maximum principle for semilinear stochastic evolution systems
Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations
Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps
INFINITE HORIZON OPTIMAL CONTROL PROBLEMS OF BACKWARD STOCHASTIC DELAY DIFFERENTIAL EQUATIONS IN HILBERT SPACES
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 evolution equations in infinite dimensions and application to LQ optimal control problems
Forward-backward stochastic differential equations with monotone functionals and mean field games with common noise
Singular control of SPDEs with space-mean dynamics
Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs
\(N\)-person differential games governed by semilinear stochastic evolution systems

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