Necessary Conditions for Optimality for Stochastic Evolution Equations
This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal control problem are derived by using the adjoint backward stochast...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/469390 |