标题:Mean-Field Backward Stochastic Evolution Equations in Hilbert Spaces and Optimal Control for BSPDEs
作者:Xu, Ruimin; Wu, Tingting
作者机构:[Xu, Ruimin] Shandong Univ, Sch Math, Jinan 250100, Peoples R China.; [Xu, Ruimin] Shandong Polytech Univ, Sch Math, Jinan 250353, Peoples R China.; 更多
通讯作者:Xu, Ruimin
通讯作者地址:[Xu, RM]Shandong Univ, Sch Math, Jinan 250100, Peoples R China.
来源:MATHEMATICAL PROBLEMS IN ENGINEERING
出版年:2014
卷:2014
DOI:10.1155/2014/718948
摘要:We obtain the existence and uniqueness result of the mild solutions to mean-field backward stochastic evolution equations (BSEEs) in Hilbert spaces under a weaker condition than the Lipschitz one. As an intermediate step, the existence and uniqueness result for the mild solutions of mean-field BSEEs under Lipschitz condition is also established. And then a maximum principle for optimal control problems governed by backward stochastic partial differential equations (BSPDEs) of mean-field type is presented. In this control system, the control domain need not to be convex and the coefficients, both in the state equation and in the cost functional, depend on the law of the BSPDE as well as the state and the control. Finally, a linear-quadratic optimal control problem is given to explain our theoretical results.
收录类别:EI;SCOPUS;SCIE
资源类型:期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-84935037953&doi=10.1155%2f2014%2f718948&partnerID=40&md5=3bb9b355665d9c532eba781ae8d1f72d
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