Stochastic optimal control for backward stochastic partial differential systems

DOI10.1016/j.jmaa.2013.01.053zbMath1260.93178OpenAlexW2004988401MaRDI QIDQ1947337

Peng Shi, Qingxin Meng

Publication date: 22 April 2013

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2013.01.053

zbMATH Keywords

stochastic maximum principleverification theorembackward stochastic partial differential equationstochastic evolution equationbackward stochastic evolution equation

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45)

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On the existence of optimal controls for backward stochastic partial differential equations ⋮ Almost automorphic solutions for fractional stochastic differential equations and its optimal control ⋮ Solvability and optimal controls of a fractional impulsive stochastic partial integro-differential equation with state-dependent delay ⋮ The optimal control of a new class of impulsive stochastic neutral evolution integro-differential equations with infinite delay ⋮ Dynamical distributed control and synchronization ⋮ Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance ⋮ Unnamed Item ⋮ Partially observed nonzero-sum differential game of BSDEs with delay and applications ⋮ A variational formula for controlled backward stochastic partial differential equations and some applications

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