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arXiv:1206.5495 [math.OC]AbstractReferencesReviewsResources

A Maximum Principle for Optimal Control of Stochastic Evolution Equations

Kai Du, Qingxin Meng

Published 2012-06-24, updated 2012-06-26Version 2

A general stochastic maximum principle is proved for optimal controls of semilinear stochastic evolution equations. Stochastic evolution operators, and the control with values in a general set enter into both drift and diffusion terms.

Comments: This paper has been withdrawn by the authors. This paper has been resubmitted as a revised version of arXiv:1206.3649v1
Categories: math.OC
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