Optimal control problem for stochastic evolution equations in Hilbert spaces

DOI10.1080/00207179.2010.495161zbMath1208.49004OpenAlexW2012548068MaRDI QIDQ3058317

Bin Liu, Jianjun Zhou

Publication date: 19 November 2010

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2010.495161

zbMATH Keywords

optimal controlbackward stochastic differential equationsstochastic evolution equationsquadratic growth

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Existence theories for optimal control problems involving ordinary differential equations (49J15)

Related Items (14)

The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces ⋮ Optimal controls problems for some impulsive stochastic integro-differential equations with state-dependent delay ⋮ Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces ⋮ Stochastic optimal control in infinite dimensions with state constraints ⋮ 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 ⋮ Hilfer fractional neutral stochastic integro‐differential evolution hemivariational inequalities and optimal controls ⋮ Optimal control of nonlocal thermistor equations ⋮ A stochastic model for electrodeposition process with applications in filtering and boundary control ⋮ Optimal control of second order stochastic evolution hemivariational inequalities with Poisson jumps ⋮ Optimal controls for fractional stochastic functional differential equations of order \(\alpha \in (1, 2\)] ⋮ Optimal Solutions of Fractional Nonlinear Impulsive Neutral Stochastic Functional Integro-Differential Equations ⋮ Unnamed Item ⋮ Exponential stability for second-order neutral stochastic differential equations with impulses

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