Add to ORKGWe prove a sufficient maximum principle for the optimal control of systems de-scribed by a quasilinear stochastic heat equation. The result is applied to solve a prob-lem of optimal harvesting from a system described by a stochastic reaction-diffusion equation. Key words: Optimal control, stochastic forward and backward partial differential equations, stochastic maximum principle. MSC 2000: Primary 93E20, Secondary 60H15, 60G35, 93E11, 62M20.
International audienceWe prove a stochastic maximum principle ofPontryagin's type for the optimal c...
This paper deals with the optimal control problem in which the controlled system is described by a f...
Abstract. This paper deals with the optimal control problem in which the controlled system is descri...
We prove a sufficient maximum principle for the optimal control of systems described by a quasilinea...
We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of ...
In this Note, we give the stochastic maximum principle for optimal control of stochastic PDEs in the...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
In this paper we prove necessary conditions for optimality of a stochastic control problem for a cla...
The maximum principle for optimal control problems of fully coupled forward-backward doubly stochast...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
We consider a stochastic maximum principle of optimal control for a control problem associated with ...
We study a stochastic optimal control problem where the controlled system is described by a forward-...
We prove a version of the stochastic maximum principle, in the sense of Pontryagin, for the finite h...
We present various versions of the maximum principle for optimal control of forward-backward SDEs wi...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
International audienceWe prove a stochastic maximum principle ofPontryagin's type for the optimal c...
This paper deals with the optimal control problem in which the controlled system is described by a f...
Abstract. This paper deals with the optimal control problem in which the controlled system is descri...
We prove a sufficient maximum principle for the optimal control of systems described by a quasilinea...
We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of ...
In this Note, we give the stochastic maximum principle for optimal control of stochastic PDEs in the...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
In this paper we prove necessary conditions for optimality of a stochastic control problem for a cla...
The maximum principle for optimal control problems of fully coupled forward-backward doubly stochast...
This paper provides new insights into the solution of optimal stochastic control problems by means o...
We consider a stochastic maximum principle of optimal control for a control problem associated with ...
We study a stochastic optimal control problem where the controlled system is described by a forward-...
We prove a version of the stochastic maximum principle, in the sense of Pontryagin, for the finite h...
We present various versions of the maximum principle for optimal control of forward-backward SDEs wi...
The original publication is available at www.springerlink.comThis paper provides new insights into t...
International audienceWe prove a stochastic maximum principle ofPontryagin's type for the optimal c...
This paper deals with the optimal control problem in which the controlled system is described by a f...
Abstract. This paper deals with the optimal control problem in which the controlled system is descri...