Stochastic maximum principle for SPDEs with noise and control on the boundary

In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problem can be interpreted as a stochastic control problem for an evolution system in a Hilbert space. The regularity of the solution of the adjoint equation, that is a backward stochastic equation in infinite dimension, plays a crucial role in the formulation of the maximum principle.