Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations
DOI10.1137/20M1343762zbMath1478.93738arXiv1811.07337OpenAlexW3194626146MaRDI QIDQ5012324
Qi Lü, HaiSen Zhang, Zhang, X.
Publication date: 1 September 2021
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.07337
stochastic optimal controlMalliavin calculussecond order necessary conditionoperator-valued backward stochastic evolution equation
Optimal stochastic control (93E20) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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