Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces
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martingaleadjoint equationbackward stochastic partial differential equationoptimal controlstochastic maximum principlevariational inequalitystochastic evolution equation
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimality conditions for problems involving randomness (49K45) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)
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Cited in
(14)- Maximum principle for optimal control of SPDEs with locally monotone coefficients
- Fractional neutral stochastic differential equations with Caputo fractional derivative: fractional Brownian motion, Poisson jumps, and optimal control
- Necessary conditions for optimality for stochastic evolution equations
- Necessary conditions of optimality for some stochastic integrodifferential equations of neutral type on Hilbert spaces
- The solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps via resolvent operators
- Optimal control of nonlinear stochastic differential equations on Hilbert spaces
- scientific article; zbMATH DE number 5164386 (Why is no real title available?)
- Necessary and sufficient conditions of optimal control for infinite dimensional SDEs
- Optimal controls for stochastic partial differential equations with an application in population modeling
- Systems governed by mean-field stochastic evolution equations on Hilbert spaces and their optimal control
- Necessary conditions of optimality for a class of stochastic differential equations on UMD Banach spaces
- Optimal control problem for stochastic evolution equations in Hilbert spaces
- Optimal control of general McKean-Vlasov stochastic evoulution equations on Hilbert spaces and necessary conditions of optimality
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
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