General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
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Publication:5414724
DOI10.1007/978-3-319-06632-5zbMath1316.49004arXiv1204.3275OpenAlexW1579866617MaRDI QIDQ5414724
Publication date: 7 May 2014
Published in: SpringerBriefs in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.3275
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Existence of optimal solutions to problems involving randomness (49J55)
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