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

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• 作者：N.U. Ahmed ^{ahmed@site.uottawa.ca" class="auth_mail}
• 关键词：49J27 ; 60H15 ; 93E20
• 刊名：Nonlinear Analysis
• 出版年：May, 2014
• 年：2014
• 卷：101
• 期：Complete
• 页码：66-79
• 全文大小：451 K

文摘

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.