


























In this paper we develop necessary conditions for optimality, in the form of the Pontryagin maximum principle, for the optimal control problem of a class of infinite dimensional evolution equations with delay in the state. In the cost functional we allow the final cost to depend on the history of the state. To treat such kind of cost functionals we introduce a new form of anticipated backward stochastic differential equations which plays the role of dual equation associated to the control problem.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。