First order necessary condition for stochastic evolution control systems with random generators

DOI10.3934/mcrf.2022042zbMath1522.93190OpenAlexW4297128584MaRDI QIDQ6051292

Yu Zhang

Publication date: 19 September 2023

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/mcrf.2022042

zbMATH Keywords

random generatorsstochastic transposition methodvariational analysis approach

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25)

Cites Work

• First and second order necessary conditions for stochastic optimal controls
• Representation of Itô integrals by Lebesgue/Bochner integrals
• Semigroups of linear operators and applications to partial differential equations
• Stochastic maximum principle for distributed parameter systems
• Stochastic evolution equations with random generators
• Degenerate self-adjoint evolution equations on the unit interval
• Well-posedness of backward stochastic differential equations with general filtration
• 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
• Maximum principle for semilinear stochastic evolution control systems
• On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations
• Mathematical Control Theory for Stochastic Partial Differential Equations
• A Maximum Principle for Optimal Control of Stochastic Evolution Equations
• General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
• Set-valued analysis

This page was built for publication: First order necessary condition for stochastic evolution control systems with random generators