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arXiv · 1202.4009

Sufficient conditions for optimality for stochastic evolution equations

AbdulRahman Al-Hussein
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Abstract

In this paper we derive for a controlled stochastic evolution system on a Hilbert space sufficient conditions for optimality. Our result is derived by using its so-called adjoint backward stochastic evolution equation.

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AbdulRahman Al-Hussein. 2012-02-17. Sufficient conditions for optimality for stochastic evolution equations. https://arxiv.org/abs/1202.4009

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