In this talk, I will present my work (jointly with Qi Lü) on characterization of optimal feedback for stochastic linear quadratic control in infinite dimensions by means of Riccati type equations. More precisely, under some assumptions which can be verified for interesting concrete models, we establish the equivalence between the existence of optimal feedback operator for infinite dimensional stochastic linear quadratic control problems and the solvability of the corresponding operator-valued, backward stochastic Riccati equations. In order to handle the latter nonlinear equations, we adapt our stochastic transposition method, which was developed in our previous works but for operator-valued, backward stochastic (linear) Lyapunov equations.