Necessary conditions for optimality for stochastic evolution equations
DOI10.1155/2013/469390zbMath1292.49026arXiv1210.6523OpenAlexW2130363134WikidataQ58916349 ScholiaQ58916349MaRDI QIDQ2015568
Publication date: 23 June 2014
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.6523
maximum principlenecessary optimality conditionsseparable Hilbert spacestochastic evolution equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Ordinary differential equations and systems with randomness (34F05) Optimality conditions for problems involving randomness (49K45)
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