Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces
DOI10.1007/s40840-021-01107-wzbMath1470.93163OpenAlexW3146521187MaRDI QIDQ2049007
Han Li, Jianjun Zhou, Haoran Dai
Publication date: 24 August 2021
Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40840-021-01107-w
infinite horizonstochastic maximum principlestochastic delay evolution equationanticipated backward stochastic evolution equation
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Linear-quadratic optimal control problems (49N10) Control/observation systems in abstract spaces (93C25) Optimality conditions for problems in abstract spaces (49K27)
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