Stochastic neutral evolution equations on Hilbert spaces with partially observed relaxed control and their necessary conditions of optimality

被引：17
作者：
Ahmed, N. U. [1 ]
机构：
[1] Univ Ottawa, Ottawa, ON K1N 6N5, Canada
来源：
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 2014年 / 101卷
关键词：
Neutral differential equations; Hilbert spaces; Relaxed controls; Necessary conditions; Optimal control; MAXIMUM PRINCIPLE;
D O I：
10.1016/j.na.2014.01.019
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper we develop the necessary conditions of optimality for partially observed control problems governed by stochastic neutral evolution equations on Hilbert spaces driven by relaxed controls. (C) 2014 Elsevier Ltd. All rights reserved.
引用
收藏
页码：66 / 79
页数：14
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