Article ID Journal Published Year Pages File Type
10525847 Statistics & Probability Letters 2013 5 Pages PDF
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.
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Physical Sciences and Engineering Mathematics Statistics and Probability
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Sufficient conditions for optimality for stochastic evolution equations
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