Necessary Conditions of Optimality for Some Stochastic Integrodifferential Equations of Neutral Type on Hilbert Spaces

被引：11

作者：

Dieye, Moustapha ^{[1
,2
]}

Diop, Mamadou Abdoul ^{[1
,2
]}

Ezzinbi, Khalil ^{[3
]}

机构：

[1] Univ Gaston Berger St Louis, Dept Math, UFR SAT, BP 234, St Louis, Senegal

[2] UPMC, UMMISCO, UMI 209, IRD, Bondy, France

[3] Univ Cadi Ayyad, Dept Math, Fac Sci Semlalia, BP 2390, Marrakech, Morocco

来源：

APPLIED MATHEMATICS AND OPTIMIZATION | 2018年 / 77卷 / 02期

关键词：

Integrodifferential equations; Neutral type; Resolvent operator; Mild solutions; Hilbert spaces; Relaxed controls; Optimal control; Necessary conditions; RESOLVENT OPERATORS; EVOLUTION-EQUATIONS; INTEGRAL-EQUATIONS; MAXIMUM PRINCIPLE; BANACH-SPACE; SYSTEMS;

D O I：

10.1007/s00245-016-9377-x

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this work, we develop the necessary conditions of optimality for partially observed control problems governed by stochastic integrodifferential equations of neutral type on Hilbert spaces driven by relaxed controls. Under suitable conditions, we establish the existence and the uniqueness of mild solution which has a continuous modification. We prove the continuity of the control to the solution map. Then we consider an optimal control problem of Bolza type. Using these results we give necessary conditions of optimality for a class of stochastic integrodifferential equations of neutral type on Hilbert spaces.

引用

页码：343 / 375

页数：33

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