Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs

Author:

Al-Hussein Abdulrahman

Publisher

Springer International Publishing

Reference37 articles.

1. Al-Hussein, A.: Backward stochastic partial differential equations in infinite dimensions. Random Oper. Stoch. Equ. 14(1), 1–22 (2006)

2. Al-Hussein, A.: Backward stochastic partial differential equations driven by infinite dimensional martingales and applications. Stochastics 81(6), 601–626 (2009)

3. Al-Hussein, A.: Maximum principle for controlled stochastic evolution equations. Int. J. Math. Anal. 4(30), 1447–1464 (2010)

4. Al-Hussein, A.: Sufficient conditions of optimality for backward stochastic evolution equations. Commun. Stoch. Anal. 4(3), 433–442 (2010)

5. Al-Hussein, A.: Representation of infinite dimensional martingales. Random Oper. Stoch. Equ. 18, 127–130 (2010)

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