Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525847 | Statistics & Probability Letters | 2013 | 5 Pages |
Abstract
In this paper we derive for a controlled stochastic evolution system on a Hilbert space sufficient conditions for optimality. Our result is derived by using its so-called adjoint backward stochastic evolution equation.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
AbdulRahman Al-Hussein,