A Maximum Principle for Optimal Control of Stochastic Evolution Equations
classification
🧮 math.OC
keywords
stochasticevolutioncontrolequationsgeneralmaximumoptimalprinciple
read the original abstract
A general stochastic maximum principle is proved for optimal controls of semilinear stochastic evolution equations. Stochastic evolution operators, and the control with values in a general set enter into both drift and diffusion terms.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.