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Sponsored by the Center for Science and Technology Development of the Ministry of Education
Supervised by Ministry of Education of the People's Republic of China
A general stochastic near-maximum principle in some integral sense is proved for near-optimal control of an stochastic evolution system,where both the drift and diffusion terms are allowed to depend on controls, and also the control domain need not be convex. Error bounds for thenear-optimal controls and the near-maximum condition in infinite dimensional spaces are obtained. Finally, an example isgiven to illustrate our results.