{
  "id": "0807.3096",
  "version": "v3",
  "published": "2008-07-19T14:15:52.000Z",
  "updated": "2011-02-22T14:45:46.000Z",
  "title": "Stochastic Maximum Principle for a PDEs with noise and control on the boundary",
  "authors": [
    "Giuseppina Guatteri"
  ],
  "comment": "15pgs",
  "categories": [
    "math.PR",
    "cs.SY",
    "math.OC"
  ],
  "abstract": "In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a stochastic control problem for an evolution system in an Hilbert space. The regularity of the solution of the adjoint equation, that is a backward stochastic equation in infinite dimension, plays a crucial role in the formulation of the maximum principle.",
  "revisions": [
    {
      "version": "v3",
      "updated": "2011-02-22T14:45:46.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H15",
      "90C46",
      "93E03",
      "93E20"
    ],
    "keywords": [
      "stochastic maximum principle",
      "stochastic control problem",
      "stochastic partial differential equations",
      "hilbert space",
      "crucial role"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2008arXiv0807.3096G"
    }
  }
}