Necessary Conditions of Optimality for Some Stochastic Integrodifferential Equations of Neutral Type on Hilbert Spaces

Journal Article · Sun Apr 15 00:00:00 EDT 2018 · Applied Mathematics and Optimization

DOI:https://doi.org/10.1007/S00245-016-9377-X· OSTI ID:22750033

Dieye, Moustapha; Ezzinbi, Khalil ^[1]

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1. Université Cadi Ayyad, Faculté des Sciences Semlalia, Département de Mathématiques (Morocco)

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.

• OSTI ID: 22750033
• Journal Information: Applied Mathematics and Optimization, Vol. 77, Issue 2; Other Information: Copyright (c) 2018 Springer Science+Business Media, LLC, part of Springer Nature; Article Copyright (c) 2016 Springer Science+Business Media New York; http://www.springer-ny.com; Country of input: International Atomic Energy Agency (IAEA); ISSN 0095-4616
• Country of Publication: United States
• Language: English

Related Subjects

71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
HILBERT SPACE
INTEGRO-DIFFERENTIAL EQUATIONS
MATHEMATICAL SOLUTIONS
OPTIMAL CONTROL
STOCHASTIC PROCESSES