Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces
Joint Authors
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-02-24
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
The aim of the present paper is to study an infinite horizon optimal control problem in which the controlled state dynamics is governed by a stochastic delay evolution equation in Hilbert spaces.
The existence and uniqueness of the optimal control are obtained by means of associated infinite horizon backward stochastic differential equations without assuming the Gâteaux differentiability of the drift coefficient and the diffusion coefficient.
An optimal control problem of stochastic delay partial differential equations is also given as an example to illustrate our results.
American Psychological Association (APA)
Zhu, Xueping& Zhou, Jianjun. 2013. Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-14.
https://search.emarefa.net/detail/BIM-498433
Modern Language Association (MLA)
Zhu, Xueping& Zhou, Jianjun. Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces. Abstract and Applied Analysis No. 2013 (2013), pp.1-14.
https://search.emarefa.net/detail/BIM-498433
American Medical Association (AMA)
Zhu, Xueping& Zhou, Jianjun. Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-14.
https://search.emarefa.net/detail/BIM-498433
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-498433