{
  "id": "1409.4746",
  "version": "v1",
  "published": "2014-09-16T19:42:19.000Z",
  "updated": "2014-09-16T19:42:19.000Z",
  "title": "Stochastic maximum principle for optimal control of SPDEs driven by white noise",
  "authors": [
    "Marco Fuhrman",
    "Ying Hu",
    "Gianmario Tessitore"
  ],
  "categories": [
    "math.PR",
    "math.OC"
  ],
  "abstract": "We prove the maximum principle of Pontryagin's type for the optimal control of a stochastic partial differential equation driven by a white noise under the hypothesis that the control domain is convex.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-09-16T19:42:19.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic maximum principle",
      "optimal control",
      "white noise",
      "spdes driven",
      "stochastic partial differential equation driven"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1409.4746F"
    }
  }
}