RIS ID
101365
Abstract
A general maximum principle is proved for optimal controls of abstract semilinear stochastic evolution equations. The control variable and linear unbounded operators act in both drift and diffusion terms, and the control set need not be convex. Read More: http://epubs.siam.org/doi/abs/10.1137/120882433
Publication Details
Du, K. & Meng, Q. (2013). A maximum principle for optimal control of stochastic evolution equations. SIAM Journal on Control and Optimization, 51 (6), 4343-4362.