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Optimal control problems for stochastic delay evolution equations in Banach spaces.

Authors :
Zhou, Jianjun
Zhang, Zufeng
Source :
International Journal of Control. Aug2011, Vol. 84 Issue 8, p1295-1309. 15p.
Publication Year :
2011

Abstract

We consider the optimal control for a Banach space valued stochastic delay evolution equation. The existence and uniqueness of the mild solution for the associated Hamilton-Jacobi-Bellman equations are obtained by means of backward stochastic differential equations. An application to optimal control of stochastic delay partial differential equations is also given. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00207179
Volume :
84
Issue :
8
Database :
Academic Search Index
Journal :
International Journal of Control
Publication Type :
Academic Journal
Accession number :
65143542
Full Text :
https://doi.org/10.1080/00207179.2011.592999