Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (Q6071815)
From MaRDI portal
scientific article; zbMATH DE number 7771533
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities |
scientific article; zbMATH DE number 7771533 |
Statements
Maximum Principle for Optimal Control of Stochastic Evolution Equations with Recursive Utilities (English)
0 references
29 November 2023
0 references
stochastic evolution equations
0 references
nonconvex control domain
0 references
recursive optimal control
0 references
maximum principle
0 references
operator-valued backward stochastic integral equations
0 references
0 references
0 references
