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Stochastic Near-optimal Controls in Infinite Dimensional Spaces
Tang Chao #,Zhang Shiqing *
Department of Mathematics, Sichuan University, Chengdu 610064
*Correspondence author
#Submitted by
Subject: Functional Analysis
Funding: NSFC(No.11671278)
Opened online: 2 August 2017
Accepted by: none
Citation: Tang Chao,Zhang Shiqing.Stochastic Near-optimal Controls in Infinite Dimensional Spaces[OL]. [ 2 August 2017] http://www.paper.edu.cn/lwzx/en_releasepaper/content/4739545
 
 
A general stochastic near-maximum principle in some integral sense is proved for near-optimal control of an stochastic evolution system,where both the drift and diffusion terms are allowed to depend on controls, and also the control domain need not be convex. Error bounds for thenear-optimal controls and the near-maximum condition in infinite dimensional spaces are obtained. Finally, an example isgiven to illustrate our results.
Keywords:Control theory; Stochastic near-maximum principle; Approximation method; Operator-valued BSDEs; Mild solution; Ekeland's variational principle
 
 
 

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