A Maximum Principle for Optimal Control of Stochastic Evolution Equations

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This paper has been withdrawn by the authors. This paper has been resubmitted as a revised version of arXiv:1206.3649v1

Cited by in corpus (1)

• Stochastic maximum principle for infinite dimensional control systems