Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs
DOI10.1007/978-3-319-30417-5_6zbMath1403.93192arXiv1202.4011OpenAlexW2469726101MaRDI QIDQ4558893
Publication date: 30 November 2018
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.4011
optimal controlmaximum principlemartingalebackward stochastic differential equationconditions of optimality
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Martingales with continuous parameter (60G44) Control/observation systems in abstract spaces (93C25) Optimality conditions for problems involving randomness (49K45)
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