Sufficient conditions for optimality for stochastic evolution equations

Details Sufficient conditions for optimality for stochastic evolution equations Sufficient conditions for optimality for stochastic evolution equations

2012-02-17

arxiv.org/abs/1202.4009v1

Mathematics

Probability

Scientific paper

In this paper we derive for a controlled stochastic evolution system on
Hilbert space $H$ a sufficient condition for optimality. Our result is derived
by using its so-called adjoint backward stochastic evolution equation.

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