Publication | Closed Access
A Maximum Principle for Optimal Control of Stochastic Evolution Equations
66
Citations
8
References
2013
Year
Diffusion TermsOptimal ControlGeneral Maximum PrincipleStochastic CalculusStochastic Dynamical SystemStochastic ControlEvolution EquationStochastic Differential EquationOptimal Controls
A general maximum principle is proved for optimal controls of abstract semilinear stochastic evolution equations. The control variable and linear unbounded operators act in both drift and diffusion terms, and the control set need not be convex.
| Year | Citations | |
|---|---|---|
Page 1
Page 1