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.
- Title
- Sufficient conditions for optimality for stochastic evolution equations
- Creators - without role
- AbdulRahman Al-Hussein - Qassim University
- Publication Details
- Statistics & probability letters, Vol.83(9), pp.2103-2107
- Publisher
- Elsevier B.V
- Identifiers
- 9928789108331
- Academic Unit
- Qassim University
- Language
- English
- Resource Type
- Journal article