| Issue |
ESAIM: COCV
Volume 32, 2026
|
|
|---|---|---|
| Article Number | 15 | |
| Number of page(s) | 27 | |
| DOI | https://doi.org/10.1051/cocv/2026001 | |
| Published online | 25 February 2026 | |
A general maximum principle for partially observed stochastic evolution control systems
1
School of Mathematics, Shandong University,
Jinan
250100,
Shandong,
China
2
Zhongtai Securities Institute for Financial Studies, Shandong University,
Jinan
250100,
Shandong,
China
* Corresponding author: This email address is being protected from spambots. You need JavaScript enabled to view it.
Received:
11
October
2024
Accepted:
4
January
2026
Abstract
In this paper, we study an optimal control problem of partially observed stochastic evolution equation control system. The observation process is an infinite-dimensional stochastic process, and the control variable is allowed to enter the diffusion term of the state process and the drift term of the observation process. The control domain need not be convex. Combined with Girsanov theorem, we establish the related stochastic maximum principle in the sense of transposition solution.
Mathematics Subject Classification: 93E20 / 60H25 / 60G35
Key words: Maximum principle / stochastic evolution equation / partial observation / transposition solution / second order adjoint process
© The authors. Published by EDP Sciences, SMAI 2026
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.