  We study the problem of optimal inside control of an SPDE (a stochastic
evolution equation) driven by a Brownian motion and a Poisson random measure.
Our optimal control problem is new in two ways: (i) The controller has access
to inside information, i.e. access to information about a future state of the
system, (ii) The integro-differential operator of the SPDE might depend on the
control.
  In the first part of the paper, we formulate a sufficient and a necessary
maximum principle for this type of control problem, in two cases: (1) When the
control is allowed to depend both on time t and on the space variable x. (2)
When the control is not allowed to depend on x.
  In the second part of the paper, we apply the results above to the problem of
optimal control of an SDE system when the inside controller has only noisy
observations of the state of the system. Using results from nonlinear
filtering, we transform this noisy observation SDE inside control problem into
a full observation SPDE insider control problem.
  The results are illustrated by explicit examples.
