On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control
نویسندگان
چکیده
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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ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 51 شماره
صفحات -
تاریخ انتشار 2013