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Back to topGeneral Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (Springerbriefs in Mathematics) (Paperback)
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1 Introduction.- 2 Preliminaries.- 3 Well-posedness of the vector-valued BSEEs.- 4 Well-posedness result for the operator-valued BSEEs with special data.- 5 Sequential Banach-Alaoglu-type theorems in the operator version.- 6 Well-posedness of the operator-valued BSEEs in the general case.- 7 Some properties of the relaxed transposition solutions to the operator-valued BSEEs.- 8 Necessary condition for optimal controls, the case of convex control domains.- 9 Necessary condition for optimal controls, the case of non-convex control domains.
