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

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:
File Dimensione Formato  
110855855.pdf

accesso aperto

: Post-Print (DRAFT o Author’s Accepted Manuscript-AAM)
Dimensione 343.51 kB
Formato Adobe PDF
343.51 kB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11311/722146
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 17
  • ???jsp.display-item.citation.isi??? 19
social impact