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2013 Necessary Conditions for Optimality for Stochastic Evolution Equations
AbdulRahman Al-Hussein
Abstr. Appl. Anal. 2013: 1-9 (2013). DOI: 10.1155/2013/469390


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.


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AbdulRahman Al-Hussein. "Necessary Conditions for Optimality for Stochastic Evolution Equations." Abstr. Appl. Anal. 2013 1 - 9, 2013.


Published: 2013
First available in Project Euclid: 27 February 2014

zbMATH: 1292.49026
MathSciNet: MR3111798
Digital Object Identifier: 10.1155/2013/469390

Rights: Copyright © 2013 Hindawi

Vol.2013 • 2013
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