On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control
نویسندگان
چکیده
منابع مشابه
On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control
We consider a stochastic optimal control problem for an heat equation with boundary noise and boundary controls. Under suitable assumptions on the coefficients, we prove existence of optimal controls in strong sense by solving the stochastic hamiltonian system related.
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2013
ISSN: 0363-0129,1095-7138
DOI: 10.1137/110855855