Optimal Control of a Stochastic Heat Equation with Boundary-noise and Boundary-control
نویسندگان
چکیده
We are here concerned with an optimal control problem for a state equation of parabolic type on a bounded real interval, which for convenience we take equal to [0, π]. We stress the fact that we consider Neumann boundary conditions in which the derivative of the unknown is equal to the sum of the control and of a white noise in time, namely: ∂y ∂s (s, ξ) = ∂2y ∂ξ2 (s, ξ) + f(s, y(s, ξ)), s ∈ [t, T ], ξ ∈ (0, π),
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