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math.OC2018★ 1 cited
Necessary Conditions for Stochastic Optimal Control Problems in Infinite Dimensions
Hélène Frankowska, Xu Zhang
The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by…
math.OC2018
Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces
Hélène Frankowska, Nobusumi Sagara
We investigate the value function of an infinite horizon variational problem in the infinite-dimensional setting. Firstly, we provide an upper estimate of its Dini--Hadamard subdif…