Infinite Horizon Stochastic Maximum Principle for Stochastic Delay Evolution Equations in Hilbert Spaces

Dai, HR; Zhou, JJ; Li, H

Zhou, JJ (corresponding author), Northwest A&F Univ, Inst Appl Math, Coll Sci, Yangling 712100, Shaanxi, Peoples R China.

BULLETIN OF THE MALAYSIAN MATHEMATICAL SCIENCES SOCIETY, 2021; 44 (5): 3229

Abstract

In the present work, we investigate infinite horizon optimal control problems driven by a class of stochastic delay evolution equations in Hilbert spa......

Full Text Link