Publication:4283325
From MaRDI portal
zbMath0811.49021MaRDI QIDQ4283325
Publication date: 5 April 1995
stochastic differential equation; Poisson point process; optimal stochastic control; Pontryagin-type maximum principle; distributed parameter stochastic system
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93E20: Optimal stochastic control
93C25: Control/observation systems in abstract spaces
49K45: Optimality conditions for problems involving randomness
49K27: Optimality conditions for problems in abstract spaces
Related Items
Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs, Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations, Peng's Maximum Principle for Stochastic Partial Differential Equations, Stochastic maximum principle for optimal control of SPDEs, Stochastic maximum principle for optimal control of SPDEs, Control theory of stochastic distributed parameter systems: recent progress and open problems, A stochastic maximum principle with dissipativity conditions, Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces, Backward stochastic dynamics on a filtered probability space, Stochastic maximum principle for optimal control of partial differential equations driven by white noise, Nonlinear backward stochastic evolutionary equations driven by a space-time white noise, Necessary conditions for stochastic optimal control problems in infinite dimensions, First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints, Transposition method for backward stochastic evolution equations revisited, and its application, Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift, Necessary stochastic maximum principle for dissipative systems on infinite time horizon
