Sufficient conditions of optimality for backward stochastic evolution equations
نویسندگان
چکیده
منابع مشابه
Sufficient Conditions of Optimality for Backward Stochastic Evolution Equations
In this paper we derive for a controlled stochastic evolution system on Hilbert space H a sufficient condition for optimality. The result is derived by using its adjoint backward stochastic evolution equation.
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ژورنال
عنوان ژورنال: Communications on Stochastic Analysis
سال: 2010
ISSN: 0973-9599
DOI: 10.31390/cosa.4.3.08