Necessary conditions for stochastic optimal control problems in infinite dimensions - Frankowska, Hélène; Zhang, Xu (Stochastic processes and their applications, 2020)
Keywords: Adjoint equation; First and second order necessary optimality conditions; Mathematics; Maximum principle; Optimization and Control; Probability; Stochastic optimal control; Transposition solution; Variational equation; 93E20; Adjoint equation; 49J53; First and second order necessary optimality conditions; Variational equation; Stochastic optimal control; Maximum principle; 60H15; Transposition solution