Optimal control of stochastic differential equations with dynamical boundary conditions
نویسندگان
چکیده
منابع مشابه
Optimal control of stochastic differential equations with dynamical boundary conditions
In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problem with non standard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a finite dimensional dynamics, which describes the boundary conditions of the internal system. In other terms, we are concerned with non standard boundary conditi...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 2008
ISSN: 0022-247X
DOI: 10.1016/j.jmaa.2008.03.013