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• W2012548068 abstract "In this article, we consider an optimal control problem in which the controlled state dynamics is governed by a stochastic evolution equation in Hilbert spaces and the cost functional has a quadratic growth. The existence and uniqueness of the optimal control are obtained by the means of an associated backward stochastic differential equations with a quadratic growth and an unbounded terminal value. As an application, an optimal control of stochastic partial differential equations with dynamical boundary conditions is also given to illustrate our results." @default.
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• W2012548068 date "2010-09-01" @default.
• W2012548068 modified "2023-09-25" @default.
• W2012548068 title "Optimal control problem for stochastic evolution equations in Hilbert spaces" @default.
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• W2012548068 doi "https://doi.org/10.1080/00207179.2010.495161" @default.
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