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Necessary conditions for optimality for stochastic evolution equations
AbdulRahman Al-Hussein
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…
Necessary and sufficient conditions of optimal control for infinite dimensional SDEs
AbdulRahman Al-Hussein
A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional ma…
Maximum principle for optimal control of stochastic partial differential equations
AbdulRahman Al-Hussein
We shall consider a stochastic maximum principle of optimal control for a control problem associated with a stochastic partial differential equations of the following type: d x(t)…
Sufficient conditions for optimality for stochastic evolution equations
AbdulRahman Al-Hussein
In this paper we derive for a controlled stochastic evolution system on a Hilbert space sufficient conditions for optimality. Our result is derived by using its so-called adjoint b…