Sufficient conditions of optimality for backward stochastic evolution equations

MaRDI QIDQ2790542zbMATH OpenFDO

Authors AbdulRahman Al-Hussein

Publication date 4 March 2016

Published in Communications on Stochastic Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Cited in

(6)

• Stochastic optimal control for backward stochastic partial differential systems
• Necessary conditions for optimality for stochastic evolution equations
• A variational formula for controlled backward stochastic partial differential equations and some applications
• Sufficient conditions for optimality for stochastic evolution equations
• Necessary and sufficient conditions of optimal control for infinite dimensional SDEs
• Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces

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