Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces

DOI10.1007/s10883-015-9307-2zbMath1346.93404OpenAlexW2231533579MaRDI QIDQ315757

Jianjun Zhou

Publication date: 23 September 2016

Published in: Journal of Dynamical and Control Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10883-015-9307-2

zbMATH Keywords

backward stochastic differential equationsstochastic evolution equationsquadratic growthinfinite horizon optimal control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (3)

Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time ⋮ Optimal control of second order stochastic evolution hemivariational inequalities with Poisson jumps ⋮ Unnamed Item

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