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International Journal of Advanced Research and Publications

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Optimality Boundary Conditions For Stochastic Elliptic System Involving Higher Order Operator

Volume 2 - Issue 5, May 2018 Edition
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Author(s)
A. M. Abdallah
Keywords
Optimal Stochastic Control, Optimality conditions, Stochastic analysis
Abstract
In this present work, we deal with the stochastic elliptic systems where the model of the stochastic elliptic system is higher order operator. We prove the existence and uniqueness of the state variable process of these systems. Then, we give the necessary and sufficient for the optimality of the system.
References
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