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