Necessary Conditions for Optimality for Stochastic Evolution Equations
Author
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-10-03
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
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 stochastic evolution equation.
Moreover, all coefficients appearing in this system are allowed to depend on the control variable.
We achieve our results through the semigroup approach.
American Psychological Association (APA)
al-Hussein, AbdulRahman. 2013. Necessary Conditions for Optimality for Stochastic Evolution Equations. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-9.
https://search.emarefa.net/detail/BIM-473983
Modern Language Association (MLA)
al-Hussein, AbdulRahman. Necessary Conditions for Optimality for Stochastic Evolution Equations. Abstract and Applied Analysis No. 2013 (2013), pp.1-9.
https://search.emarefa.net/detail/BIM-473983
American Medical Association (AMA)
al-Hussein, AbdulRahman. Necessary Conditions for Optimality for Stochastic Evolution Equations. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-9.
https://search.emarefa.net/detail/BIM-473983
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-473983