On backward stochastic evolution equations in Hilbert spaces and optimal control

Nonlinear Analysis, Theory, Methods and Applications

Volumn 67, Issue 4, 2007, Pages 1260-1274

  Mahmudov, N I ^a   McKibben, M A ^b  

^a EASTERN MEDITERRANEAN UNIVERSITY   (Turkey)

^b GOUCHER COLLEGE   (United States)

Author keywords

Maximum principle; Semilinear systems; Stochastic evolution systems

Indexed keywords

HILBERT SPACES; MAXIMUM PRINCIPLE; OPTIMAL CONTROL SYSTEMS; PARTIAL DIFFERENTIAL EQUATIONS;

NON LIPSCHITZ CONDITION; SEMILINEAR SYSTEMS; STOCHASTIC EVOLUTION SYSTEMS;

STOCHASTIC PROGRAMMING;

EID: 34147210191     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.na.2006.07.013     Document Type: Article

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