Existence of the Optimal Control for Stochastic Boundary Control Problems Governed by Semilinear Parabolic Equations
نویسندگان
چکیده
منابع مشابه
Distributed Solution of Optimal Control Problems Governed by Parabolic Equations
We present a spatial domain decomposition (DD) method for the solution of discretized parabolic linear–quadratic optimal control problems. Our DD preconditioners are extensions of Neumann-Neumann DD methods, which have been successfully applied to the solution of single elliptic partial differential equations and of linear–quadratic optimal control problems governed by elliptic equations. We us...
متن کاملOptimal Control Problems Governed by Semilinear Parabolic Equations with Low Regularity Data
We study the existence of optimal controls for problems governed by semilinear parabolic equations. The nonlinearities in the state equation need not be monotone and the data need not be regular. In particular, the control may be any bounded Radon measure. Our examples include problems with nonlinear boundary conditions and parabolic systems.
متن کاملAn Iterative Non-overlapping Domain Decomposition Method for Optimal Boundary Control Problems Governed by Parabolic Equations
In this paper, we consider a numerical method for solving optimal boundary control problems governed by parabolic equations. In order to avoid large amounts of calculation produced by traditional numerical methods, we establish an iterative non-overlapping domain decomposition method. The whole domain is divided into many non-overlapping subdomains, and the optimal boundary control problem is d...
متن کاملMatematica – Existence for semilinear parabolic stochastic equations
Abstract The boundary value problem for semilinear parabolic stochastic equations of the form dX − ∆X dt + β(X)dt 3 QdWt, where Wt is a Wiener process and β is a maximal monotone graph everywhere defined, is well posed.
متن کاملHamiltonian Pontryagin’s Principles for Control Problems Governed by Semilinear Parabolic Equations
In this paper we study optimal control problems governed by semilinear parabolic equations. We obtain necessary optimality conditions in the form of an exact Pontryagin’s minimum principle for distributed and boundary controls (which can be unbounded) and bounded initial controls. These optimality conditions are obtained thanks to new regularity results for linear and nonlinear parabolic equati...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Problems in Engineering
سال: 2014
ISSN: 1024-123X,1563-5147
DOI: 10.1155/2014/534604