Necessary Conditions for Optimality for Stochastic Evolution Equations

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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Bibliographic Details
Main Author:	AbdulRahman Al-Hussein
Format:	Article
Language:	English
Published:	Hindawi Limited 2013-01-01
Series:	Abstract and Applied Analysis
Online Access:	http://dx.doi.org/10.1155/2013/469390

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