Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations

math.OC arXiv:2512.20505
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Abstract

We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin principle can be recovered in the case that the diffusion doesn't depend on the control. We give several applications, most notably for stochastic porous media equations in the Lipschitz case.

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