Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations

DOI10.1016/J.JMAA.2012.05.071zbMath1245.93146OpenAlexW2013275839MaRDI QIDQ448266

Huaiqiang Yu, Bin Liu

Publication date: 30 August 2012

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.05.071

zbMATH Keywords

boundary controlstochastic partial differential equationsnecessary conditionsBSPDE with non-homogeneous double boundary conditionsconvex state constraints

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45) Parabolic equations and parabolic systems (35K99)

Related Items (2)

Existence of the optimal control for stochastic boundary control problems governed by semilinear parabolic equations ⋮ Optimality conditions for parabolic stochastic optimal control problems with boundary controls

Cites Work

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