Necessary conditions of optimality for some stochastic integrodifferential equations of neutral type on Hilbert spaces

DOI10.1007/S00245-016-9377-XzbMath1394.49023OpenAlexW2523920408MaRDI QIDQ1754664

Mamadou Abdoul Diop, Khalil Ezzinbi, Moustapha Dieye

Publication date: 31 May 2018

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-016-9377-x

zbMATH Keywords

optimal controlHilbert spacesneutral typemild solutionsresolvent operatorintegrodifferential equationsnecessary conditionsrelaxed controls

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Optimality conditions for problems involving randomness (49K45) Stochastic integral equations (60H20) Integro-differential operators (47G20) Optimality conditions for free problems in one independent variable (49K05) Optimality conditions for problems involving relations other than differential equations (49K21)

Related Items (5)

On regularization of the Lagrange principle in the optimization problems for linear distributed Volterra type systems with operator constraints ⋮ Unnamed Item ⋮ Optimal control for semilinear integrodifferential evolution equations in Banach spaces ⋮ Almost sure asymptotic stability for some stochastic partial functional integrodifferential equations on Hilbert spaces ⋮ Approximate controllability of semi-linear neutral integro-differential equations with nonlocal conditions

Cites Work

• The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem
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• Analytic resolvent operators for integral equations in Banach space
• Stability of semilinear stochastic evolution equations
• Stochastic neutral evolution equations on Hilbert spaces with partially observed relaxed control and their necessary conditions of optimality
• Stochastic Minimum Principle for Partially Observed Systems Subject to Continuous and Jump Diffusion Processes and Driven by Relaxed Controls
• Stochastic evolution equations on Hilbert spaces with partially observed relaxed controls and their necessary conditions \\ of optimality
• A General Stochastic Maximum Principle for Optimal Control Problems
• Resolvent Operators for Integral Equations in a Banach Space
• Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems
• Stochastic Equations in Infinite Dimensions
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