Necessary Conditions for Optimality for Stochastic Evolution Equations
This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal control problem are derived by using the adjoint backward stochast...
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| Format: | Article |
| Language: | English |
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Wiley
2013-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/469390 |
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| _version_ | 1832552156235825152 |
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| author | AbdulRahman Al-Hussein |
| author_facet | AbdulRahman Al-Hussein |
| author_sort | AbdulRahman Al-Hussein |
| collection | DOAJ |
| description | This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal control problem are derived by using the adjoint backward stochastic evolution equation. Moreover, all coefficients appearing in this system are allowed to depend on the control variable. We achieve our results through the semigroup approach. |
| format | Article |
| id | doaj-art-4f30da7f8720471aa4f52c38baf3aceb |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-4f30da7f8720471aa4f52c38baf3aceb2025-02-03T05:59:25ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/469390469390Necessary Conditions for Optimality for Stochastic Evolution EquationsAbdulRahman Al-Hussein0Department of Mathematics, College of Science, Qassim University, P.O. Box 6644, Buraydah 51452, Saudi ArabiaThis paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal control problem are derived by using the adjoint backward stochastic evolution equation. Moreover, all coefficients appearing in this system are allowed to depend on the control variable. We achieve our results through the semigroup approach.http://dx.doi.org/10.1155/2013/469390 |
| spellingShingle | AbdulRahman Al-Hussein Necessary Conditions for Optimality for Stochastic Evolution Equations Abstract and Applied Analysis |
| title | Necessary Conditions for Optimality for Stochastic Evolution Equations |
| title_full | Necessary Conditions for Optimality for Stochastic Evolution Equations |
| title_fullStr | Necessary Conditions for Optimality for Stochastic Evolution Equations |
| title_full_unstemmed | Necessary Conditions for Optimality for Stochastic Evolution Equations |
| title_short | Necessary Conditions for Optimality for Stochastic Evolution Equations |
| title_sort | necessary conditions for optimality for stochastic evolution equations |
| url | http://dx.doi.org/10.1155/2013/469390 |
| work_keys_str_mv | AT abdulrahmanalhussein necessaryconditionsforoptimalityforstochasticevolutionequations |