We consider a stochastic optimal control problem for an heat equation with boundary noise and boundary control. Under suitable assumptions on the coefficients, we prove existence of optimal controls in strong sense by solving the stochastic hamiltonian system related.
On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control.
GUATTERI, GIUSEPPINA;
2013-01-01
Abstract
We consider a stochastic optimal control problem for an heat equation with boundary noise and boundary control. Under suitable assumptions on the coefficients, we prove existence of optimal controls in strong sense by solving the stochastic hamiltonian system related.File in questo prodotto:
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