First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints

Document Details

Document Type
Pub Defense Publication
Publication Date
Mar 01, 2020
Source ID
10.1016/j.jde.2019.09.045

Entities

People

  • Hélène Frankowska
  • Lu Qi

Organizations

  • Air Force Office of Scientific Research
  • National Center for Scientific Research
  • National Natural Science Foundation of China