Operator-valued backward stochastic Lyapunov equations in infinite dimensions, and its application

DOI10.3934/mcrf.2018014zbMath1405.93233OpenAlexW2784560816MaRDI QIDQ1713362

Qi Lü, Zhang, X.

Publication date: 24 January 2019

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

Full work available at URL: https://doi.org/10.3934/mcrf.2018014

zbMATH Keywords

Pontryagin-type maximum principle\(V\)-transposition solutionoperator-valued backward stochastic Lyapunov equationrelaxed transposition solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)

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