Sufficient conditions of optimality for backward stochastic evolution equations

AbdulRahman Al-Hussein
2010 Communications on Stochastic Analysis  
In this paper we derive for a controlled stochastic evolution system on Hilbert space H a sufficient condition for optimality. The result is derived by using its adjoint backward stochastic evolution equation.
doi:10.31390/cosa.4.3.08 fatcat:ho6xvwqr45ajra46qb6rmsbxd4