论文标题
无限尺寸随机控制系统的随机验证定理
Stochastic Verification Theorem for Infinite Dimensional Stochastic Control Systems
论文作者
论文摘要
很长一段时间以来，已经预期并研究了最佳控制问题的最佳条件的验证定理。本文的目的是建立该定理的控制系统定理，该定理由无限维度中随机演化方程所支配，其中漂移和扩散项都取决于对照。
The verification theorem serving as an optimality condition for the optimal control problem, has been expected and studied for a long time. The purpose of this paper is to establish this theorem for control systems governed by stochastic evolution equations in infinite dimensions, in which both the drift and the diffusion terms depend on the controls.
