Mathematical control theory for stochastic partial differential equations
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PDEs with randomness, stochastic partial differential equations (35R60) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Controllability (93B05) Observability (93B07) Control/observation systems governed by partial differential equations (93C20) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)
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Cited in
(only showing first 100 items - show all)- Partial observability of stochastic semilinear systems
- A concise introduction to control theory for stochastic partial differential equations
- Pseudospectral methods and iterative solvers for optimization problems from multiscale particle dynamics
- Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems
- Estimation and control problems for stochastic partial differential equations
- Trends in control theory and partial differential equations
- A survey of numerical solutions for stochastic control problems: some recent progress
- Constructive finite-dimensional boundary control of stochastic 1D parabolic PDEs
- Risk-neutral multiobjective optimal control of random Volterra integral equations
- Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems
- Null controllability for a structurally damped stochastic plate equation
- Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients
- scientific article; zbMATH DE number 140582 (Why is no real title available?)
- Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation
- Carleman estimates of refined stochastic beam equations and applications
- Null controllability for fourth order stochastic parabolic equations
- Determination of the solution of a stochastic parabolic equation by the terminal value
- Null controllability and inverse source problem for stochastic Grushin equation with boundary degeneracy and singularity
- Stochastic linear-quadratic optimal control theory: differential games and mean-field problems
- Infinite dimensional and finite dimensional stochastic equations and applications in physics
- Convergence of a Spatial Semidiscretization for a Backward Semilinear Stochastic Parabolic Equation
- Two Multiobjective Problems for Stochastic Degenerate Parabolic Equations
- First order necessary condition for stochastic evolution control systems with random generators
- Sobolev embeddings in infinite dimensions
- Predictor methods for finite-dimensional observer-based control of stochastic parabolic PDEs
- A semigroup approach to stochastic systems with input delay at the boundary
- Controllability and observability for some forward stochastic complex degenerate/singular Ginzburg–Landau equations
- SPDEs with space interactions and application to population modelling
- Exact Controllability of Fokker–Planck Equations and McKean–Vlasov SDEs
- Linear quadratic optimal control for systems governed by first-order hyperbolic partial differential equations
- The Partial Controllability of Linear Stochastic Control Systems with Terminal Constraints and Its Applications to Game-Based Control Systems with Jumps
- Null controllability for stochastic parabolic equations with dynamic boundary conditions
- Sampled-Data Finite-Dimensional Observer-Based Control of 1D Stochastic Parabolic PDEs
- Temporal semi-discretizations of a backward semilinear stochastic evolution equation
- Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states
- Numerical analysis of a Neumann boundary control problem with a stochastic parabolic equation
- Observability inequality from measurable sets and the shape design problem for stochastic parabolic equations
- Exact Controllability for a Refined Stochastic Wave Equation
- Control theory of stochastic distributed parameter systems: recent progress and open problems
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
- Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems
- Study approximate controllability and null controllability of neutral delay Hilfer fractional stochastic integrodifferential system with Rosenblatt process
- Null controllability for stochastic coupled systems of fourth order parabolic equations
- Inverse problems for stochastic partial differential equations: some progresses and open problems
- Exact controllability for mean-field type linear game-based control systems
- Stochastic linear-quadratic control problems with affine constraints
- Fourier method for inverse source problem using correlation of passive measurements
- Singular backward stochastic Volterra integral equations in infinite dimensional spaces
- Time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations
- Stability and regularization for ill-posed Cauchy problem of a stochastic parabolic differential equation
- Null controllability of coupled parabolic systems with switching control
- Quantitative uniqueness estimates for stochastic parabolic equations on the whole Euclidean space
- Optimality conditions for parabolic stochastic optimal control problems with boundary controls
- Null controllability for one-dimensional stochastic heat equations with mixed Dirichlet-dynamic boundary conditions
- Null controllability for a cascade system of backward stochastic semi-discrete fourth- and second-order parabolic equations
- A general maximum principle for partially observed stochastic evolution control systems
- LQ optimal control of first-order hyperbolic PDE systems with final state constraints
- Global null controllability of stochastic semilinear complex Ginzburg-Landau equations
- Optimal error estimates of the stochastic parabolic optimal control problem with integral state constraint
- Averaged controllability of the random Schrödinger equation with diffusivity following absolutely continuous distributions
- Stackelberg-Nash controllability for abstract stochastic evolution equations and applications
- The -null controllability for semi-discrete stochastic semilinear parabolic equations
- An inverse source problem for semilinear stochastic hyperbolic equations
- Stochastic heat equations driven by space-time G-white noise under sublinear expectation
- Equivalent conditions of null controllability for controlled stochastic relaxed system
- Insensitizing controls for stochastic parabolic equations with dynamic boundary conditions
- Null controllability of some stochastic complex parabolic equations with singular potentials
- A unified criterion for semiglobal and global finite/fixed-time stability of stochastic systems
- Output feedback control for non-linear stochastic reaction-diffusion system via modal decomposition techniques
- Linear-quadratic graphon mean field games with common noise
- Strong error estimates for the space-time discretization of a stochastic linear quadratic control problem with control in the diffusion
- Stackelberg-Nash null controllability for stochastic parabolic equations
- Controllability for forward stochastic heat equations with dynamic boundary conditions without extra forces
- Stochastic linear quadratic optimal control problems for stochastic evolution equations with unbounded control operator
- Controllability of stochastic semilinear systems
- Linear quadratic optimal control problems of infinite-dimensional mean-field type with jumps
- Inverse problem for stochastic heat equations with singular inverse-square potentials
- A deterministic criterion for approximate controllability of stochastic differential equations with jumps
- Stochastic verification theorem for semilinear infinite dimensional stochastic control systems
- Social optima in linear quadratic graphon field control: analysis via infinite dimensional approach
- Exact controllability for a refined stochastic plate equation
- Null controllability for stochastic semidiscrete parabolic equations
- Observability inequality of backward stochastic heat equations with Lévy process for measurable sets and its applications
- Null controllability for stochastic heat equations with singular inverse-square potentials
- Necessary and sufficient conditions of open-loop and closed-loop solvability for delayed stochastic LQ optimal control problems
- On the problem of quasi-singular optimal controls in hyperbolic type stochastic systems
- Null controllability for cascade systems of coupled backward stochastic parabolic equations with one distributed control
- Null controllability for stochastic parabolic equations with Robin boundary conditions
- An inverse Cauchy problem of a stochastic hyperbolic equation
- Properties for transposition solutions to operator-valued BSEEs, and applications to robust second order necessary conditions for controlled SEEs
- On inverse problems for mean field games with common noise via Carleman estimate
- New global Carleman estimates and null controllability for a stochastic Cahn-Hilliard type equation
- Convergence with rates for a Riccati-based discretization of SLQ problems with SPDEs
- Global solvability of two-dimensional stochastic chemotaxis-Navier-Stokes system
- Multi-objective control for stochastic parabolic equations with dynamic boundary conditions
- Null controllability for stochastic parabolic equations coupled by first and zero order terms
- Null controllability for backward stochastic parabolic convection-diffusion equations with dynamic boundary conditions
- Determination of two unknowns for a stochastic plate equation
- Linear quadratic optimal control problems for stochastic evolution equations in infinite horizon
- Observability inequalities for the backward stochastic evolution equations and their applications
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