caa a22 4500 445842288 CHVBK 20180317145348.0 cr unu---uuuuu 170323e20110601xx s 000 0 eng 10.1007/s00245-010-9125-6 doi (NATIONALLICENCE)springer-10.1007/s00245-010-9125-6 Al-Hussein AbdulRahman Department of Mathematics, College of Science, Qassim University, P.O. Box 6644, 51452, Buraydah, Saudi Arabia aut Necessary Conditions for Optimal Control ofStochasticEvolution Equations inHilbert Spaces [Elektronische Daten] [AbdulRahman Al-Hussein] We consider a nonlinear stochastic optimal control problem associated with a stochastic evolution equation. This equation is driven by a continuous martingale in a separable Hilbert space and an unbounded time-dependent linear operator. We derive a stochastic maximum principle for this optimal control problem. Our results are achieved by using the adjoint backward stochastic partial differential equation. Springer Science+Business Media, LLC, 2010 Martingale nationallicence Stochastic evolution equation nationallicence Stochastic maximum principle nationallicence Optimal control nationallicence Variational inequality nationallicence Adjoint equation nationallicence Backward stochastic partial differential equation nationallicence Applied Mathematics & Optimization Springer-Verlag 63/3(2011-06-01), 385-400 0095-4616 63:3<385 2011 63 245 https://doi.org/10.1007/s00245-010-9125-6 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s00245-010-9125-6 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Al-Hussein AbdulRahman Department of Mathematics, College of Science, Qassim University, P.O. Box 6644, 51452, Buraydah, Saudi Arabia aut NATIONALLICENCE 773 0- Applied Mathematics & Optimization Springer-Verlag 63/3(2011-06-01), 385-400 0095-4616 63:3<385 2011 63 245 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer