Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations

DOI10.1214/23-aap2038zbMath1542.93419MaRDI QIDQ6591596

Lukas Wessels, Wilhelm Stannat

Publication date: 22 August 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

zbMATH Keywords

Hamilton-Jacobi-Bellman equationdynamic programmingstochastic optimal controlstochastic maximum principleverification theoremPontryagin maximum principle

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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