Optimal Control of Nonlinear Stochastic Differential Equations on Hilbert Spaces
نویسندگان
چکیده
منابع مشابه
Stochastic differential inclusions of semimonotone type in Hilbert spaces
In this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in F(t,x(t))dt +G(t,x(t))dW_t$ in which the multifunction $F$ is semimonotone and hemicontinuous and the operator-valued multifunction $G$ satisfies a Lipschitz condition. We define the It^{o} stochastic integral of operator set-valued stochastic pr...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2020
ISSN: 0363-0129,1095-7138
DOI: 10.1137/19m1307615