On the Existence of Optimal controls of Hilbert Space-Valued Diffusions

DOI10.1137/S0363012992226260zbMath0794.49016OpenAlexW2074515356MaRDI QIDQ4286623

Dariusz Gątarek, Jarosław Sobczyk

Publication date: 27 March 1994

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012992226260

zbMATH Keywords

optimal controlrelaxed controlsHilbert space-valued diffusion

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence theories for problems in abstract spaces (49J27) Existence of optimal solutions to problems involving randomness (49J55)

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Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces ⋮ Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise ⋮ Existence of optimal controls for SPDE with locally monotone coefficients ⋮ On ergodic control of stochastic evolution equations ⋮ Optimal control results for a class of stochastic Schrödinger equations ⋮ Existence of optimal and \(\varepsilon\)-optimal controls for the stochastic Navier-Stokes equation ⋮ Continuity of cost functional and optimal feedback controls for the stochastic Navier Stokes equation in 2D ⋮ On the existence of stochastic optimal control of distributed state system

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