A concise introduction to control theory for stochastic partial differential equations

نویسندگان

چکیده

The aim of this notes is to give a concise introduction control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal problems these systems. For the first one, we present results exact transport equations, null approximate parabolic equations lack hyperbolic second introduce linear quadratic then Pontryagin type maximum principle general problems. It deserves mentioning that, in order solve some difficult field, one has develop new tools, say, transposition method introduced our previous works.

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ژورنال

عنوان ژورنال: Mathematical Control and Related Fields

سال: 2021

ISSN: ['2156-8499', '2156-8472']

DOI: https://doi.org/10.3934/mcrf.2021020