Open AccessSufficient conditions of optimality for backward stochastic evolution equations
Author(s) -
AbdulRahman Al-Hussein
Publication year - 2010
Publication title -
communications on stochastic analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.224
H-Index - 10
eISSN - 2688-6669
pISSN - 0973-9599
DOI - 10.31390/cosa.4.3.08
Subject(s) - mathematics , mathematical economics , econometrics
In this paper we derive for a controlled stochastic evolution sys- tem on Hilbert space H a sufficient condition for optimality. The result is derived by using its adjoint backward stochastic evolution equation.
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