Necessary conditions for optimality for paths lying on a corner

1971 ◽  
Author(s):  
Jason Speyer
Keyword(s):  
Necessary Conditions ◽  
Necessary Conditions For Optimality

scholarly journals Necessary Conditions for Optimality for Stochastic Evolution Equations

2013 ◽  
Vol 2013 ◽  
pp. 1-9
Author(s):  
AbdulRahman Al-Hussein
Keyword(s):  
Control Problem ◽  
Evolution Equations ◽  
Necessary Conditions ◽  
Control Variable ◽  
Evolution System ◽  
Stochastic Evolution ◽  
The Maximum Principle ◽  
Stochastic Optimal Control Problem ◽  
Necessary Conditions For Optimality ◽  
Semigroup Approach

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 conditions for optimality for this stochastic optimal control problem are derived by using the adjoint backward stochastic evolution equation. Moreover, all coefficients appearing in this system are allowed to depend on the control variable. We achieve our results through the semigroup approach.

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