Optimal control problems for stochastic delay evolution equations in Banach spaces

被引：9

作者：

Zhou, Jianjun ^{[1
]}

Zhang, Zufeng ^{[1
]}

机构：

[1] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Hubei, Peoples R China

来源：

INTERNATIONAL JOURNAL OF CONTROL | 2011年 / 84卷 / 08期

关键词：

optimal control; Hamilton-Jacobi-Bellman equations; stochastic delay evolution equations; backward stochastic differential equations; Banach spaces; NONLINEAR 2ND-ORDER EQUATIONS; HAMILTON-JACOBI EQUATIONS; DIFFERENTIAL-EQUATIONS; INFINITE DIMENSIONS; HILBERT-SPACES; KOLMOGOROV EQUATIONS; VISCOSITY SOLUTIONS; BELLMAN EQUATIONS; REGULAR SOLUTIONS; BOUNDED MEMORY;

D O I：

10.1080/00207179.2011.592999

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We consider the optimal control for a Banach space valued stochastic delay evolution equation. The existence and uniqueness of the mild solution for the associated Hamilton-Jacobi-Bellman equations are obtained by means of backward stochastic differential equations. An application to optimal control of stochastic delay partial differential equations is also given.

引用

页码：1295 / 1309

页数：15

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