On backward stochastic evolution equations in Hilbert spaces and optimal control

DOI10.1016/j.na.2006.07.013zbMath1122.60057OpenAlexW2038207172MaRDI QIDQ884510

Nazim Idris Mahmudov, Mark A. McKibben

Publication date: 6 June 2007

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2006.07.013

zbMATH Keywords

existenceuniquenessstochastic maximum principlebackward linear quadratic problembackward stochastic evolution systemsse\-mi\-li\-ne\-ar systems

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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