Work

Sufficient conditions for optimality for stochastic evolution equations

Year: 2012

Type: preprint

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.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1202.4009

Author: Al-Hussein, AbdulRahman

Institution: Qassim University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Qassim University

OpenAlex ID: W2952068586

Cites: 9

Cited by:

Related to: 20