On the Existence of Optimal Relaxed Controls of Stochastic Partial Differential Equations

DOI10.1137/0330016MaRDI QIDQ3988943zbMATH OpenOpenAlexFDO

Authors

Publication date 28 June 1992

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

Full work available at URL https://doi.org/10.1137/0330016

zbMATH Keywords

control problemgroup of operatorsoptimal relaxed controlpartially observed diffusionregularity conditionsstochastic partial differential equations

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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(19)

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• On ergodic control of stochastic evolution equations
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• Existence of relaxed optimal control for G-neutral stochastic functional differential equations with uncontrolled diffusion
• Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise
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• Optimal controls for the stochastic compressible Navier-Stokes equations
• Learning equilibrium mean‐variance strategy
• A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle
• Maximum principles for conditional mean field type control problems under partial and full observation with applications
• Numerical approximations for partially observed optimal control of stochastic partial differential equations
• Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition
• Weak Dirichlet processes with a stochastic control perspective

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