We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Necessary Conditions of Optimality for Some Stochastic Integrodifferential Equations of Neutral Type on Hilbert Spaces.
- Authors
Dieye, Moustapha; Diop, Mamadou Abdoul; Ezzinbi, Khalil
- Abstract
In this work, we develop the necessary conditions of optimality for partially observed control problems governed by stochastic integrodifferential equations of neutral type on Hilbert spaces driven by relaxed controls. Under suitable conditions, we establish the existence and the uniqueness of mild solution which has a continuous modification. We prove the continuity of the control to the solution map. Then we consider an optimal control problem of Bolza type. Using these results we give necessary conditions of optimality for a class of stochastic integrodifferential equations of neutral type on Hilbert spaces.
- Subjects
STOCHASTIC integral equations; NUMERICAL solutions to integro-differential equations; HILBERT space; STOCHASTIC processes; STOCHASTIC analysis
- Publication
Applied Mathematics & Optimization, 2018, Vol 77, Issue 2, p343
- ISSN
0095-4616
- Publication type
Article
- DOI
10.1007/s00245-016-9377-x