A concise introduction to control theory for stochastic partial differential equations

controllability observability optimal control stochastic partial differential equation linear quadratic control problem Pontryagin type maximum principle

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Controllability (93B05) Linear-quadratic optimal control problems (49N10) Observability (93B07) Optimal stochastic control (93E20)

Cites Work

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Stochastic partial differential equations. A modeling, white noise functional approach
Semigroups of linear operators and applications to partial differential equations
Functional Analysis, Calculus of Variations and Optimal Control
A General Stochastic Maximum Principle for Optimal Control Problems
Exact Controllability for the Time Dependent Transport Equation
Null Controllability for Forward and Backward Stochastic Parabolic Equations
Linear Quadratic Optimal Stochastic Control with Random Coefficients
Mean Field Games and Mean Field Type Control Theory
A Maximum Principle for Optimal Control of Stochastic Evolution Equations
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
Exact controllability for stochastic Schrödinger equations
Exact controllability theorems for linear parabolic equations in one space dimension
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Controllability and Stabilizability Theory for Linear Partial Differential Equations: Recent Progress and Open Questions
Sufficient conditions of optimality for stochastic systems with controllable diffusions
$\gamma$-Radonifying operators -- a survey
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Some results on the controllability of forward stochastic heat equations with control on the drift
Carleman estimate for stochastic parabolic equations and inverse stochastic parabolic problems
Carleman and Observability Estimates for Stochastic Wave Equations
Control in an Information Rich World
Observability Estimate for Stochastic Schrödinger Equations and Its Applications
A Unified Boundary Controllability Theory for Hyperbolic and Parabolic Partial Differential Equations
Exact Controllability for Stochastic Transport Equations
Stochastic Optimal Control in Infinite Dimension
Stochastic maximum principle for optimal control of SPDEs
Random motion of strings and related stochastic evolution equations
The Stochastic Linear Quadratic Control Problem with Singular Estimates
Determination of two kinds of sources simultaneously for a stochastic wave equation
Global Uniqueness for an Inverse Stochastic Hyperbolic Problem with Three Unknowns
Observability Estimate and State Observation Problems for Stochastic Hyperbolic Equations
Probabilistic Theory of Mean Field Games with Applications I
Representation of Itô integrals by Lebesgue/Bochner integrals
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Transposition method for backward stochastic evolution equations revisited, and its application
Erratum to: ``Representation of Itô integrals by Lebesgue/Bochner integrals
Stochastic control of memory mean-field processes
Mathematical Control Theory for Stochastic Partial Differential Equations
First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints
A Mini-Course on Stochastic Control
Forward and backward mean-field stochastic partial differential equation and optimal control
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Carleman Estimates for Second Order Partial Differential Operators and Applications
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Stochastic Well-Posed Systems and Well-Posedness of Some Stochastic Partial Differential Equations with Boundary Control and Observation
Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations
Partial Approximate Controllability for Linear Stochastic Control Systems
Conditional stability in determination of initial data for stochastic parabolic equations
Carleman estimates for a stochastic degenerate parabolic equation and applications to null controllability and an inverse random source problem
Carleman Estimates of Some Stochastic Degenerate Parabolic Equations and Application

Cited In (6)

Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions
Global null-controllability for stochastic semilinear parabolic equations
A Concise Introduction to Control Theory for Stochastic Partial Differential Equations
Book review
A Functional Analytic Approach to Infinite Dimensional Stochastic Linear Systems
A semigroup approach to stochastic systems with input delay at the boundary

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