Optimal Control of Stochastic Partial Differential Equations
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Cites work
- Convex Analysis
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- scientific article; zbMATH DE number 3801985 (Why is no real title available?)
- Stochastic differential equations. An introduction with applications.
- Stochastic Optimal Control with Noisy Observations †
- Two properties of stochastic KPP equations: Ergodicity and pathwise property
Cited in
(64)- Optimal control of the viscous Camassa-Holm equation
- Optimal control of a nonlinear parabolic-elliptic system
- New delay-dependent \(L_2 - L_{\infty }\)filter design for stochastic time-delay systems
- Optimal control of the viscous weakly dispersive Degasperis-Procesi equation
- Optimal control of the viscous Dullin-Gottwalld-Holm equation
- A parametric stochastic optimal control problem
- On the non-Lipschitz stochastic differential equations driven by fractional Brownian motion
- Robust \(H_{\infty}\) control for linear stochastic partial differential systems with time delay
- A discrete optimality system for an optimal harvesting problem
- A certified model reduction approach for robust parameter optimization with PDE constraints
- Necessary conditions for optimality for stochastic evolution equations
- Deterministic control of stochastic reaction-diffusion equations
- An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
- A concise introduction to control theory for stochastic partial differential equations
- Optimal finite horizon contract with limited commitment
- Pathwise mild solutions for quasilinear stochastic partial differential equations
- Singular control of SPDEs with space-mean dynamics
- Graph theory-based approach for stability analysis of stochastic coupled oscillators system by energy-based synchronization control
- A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator
- Optimal control of a viscous shallow water equation
- Optimization of quasilinear stochastic control-nonlinear diffusion systems
- A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes
- BSDEs driven by time-changed Lévy noises and optimal control
- Square-mean almost automorphic solutions to some stochastic evolution equations. I: Autonomous case
- Sufficient conditions for optimality for stochastic evolution equations
- Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information
- Optimal controls for stochastic partial differential equations with an application in population modeling
- Existence of Solution for Fractional Stochastic Integro-Differential Equation with Impulsive Effect
- Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain
- OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
- On the treatment of distributed uncertainties in PDE-constrained optimization
- Maximum principle for forward-backward doubly stochastic control systems and applications
- Optimal dividend policy and stock prices
- Optimal Controls for Stochastic Partial Differential Equations
- OPTIMAL CONTROL FOR ROUGH DIFFERENTIAL EQUATIONS
- Optimal control of the viscous Degasperis-Procesi equation
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity
- scientific article; zbMATH DE number 4059262 (Why is no real title available?)
- Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations
- scientific article; zbMATH DE number 147106 (Why is no real title available?)
- Optimal control of semilinear stochastic evolution equations
- Optimal control with random parameters: a multiscale approach
- A POD framework to determine robust controls in PDE optimization
- Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations
- Optimal insider control of stochastic partial differential equations
- Ulam-Hyers-Rassias stability of a nonlinear stochastic integral equation of Volterra type
- Optimal control of forward-backward stochastic Volterra equations
- Numerical optimal control for problems with random forced SPDE constraints
- Optimal control for n-person differential stochastic inclusions
- Deterministic and Stochastic Optimal Control and Inverse Problems
- On the optimal control problem for the Novikov equation with strong viscosity
- scientific article; zbMATH DE number 7360724 (Why is no real title available?)
- Maximum principle for optimal control of SPDEs with locally monotone coefficients
- Optimal control of a class of semi‐linear stochastic evolution equations with applications
- Square-mean almost automorphic mild solutions to non-autonomous stochastic differential equations in Hilbert spaces
- Model order reduction techniques with a posteriori error control for nonlinear robust optimization governed by partial differential equations
- An Optimal Control Problem for Stochastic Linear PDE’s Driven by a Gaussian White Noise
- Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise
- scientific article; zbMATH DE number 7329815 (Why is no real title available?)
- Stepanov-like pseudo almost automorphic solutions to some stochastic differential equations
- SPDEs with space interactions and application to population modelling
- Secure networked control under jamming attacks: an SINR-based approach
- Optimal control of functional-differential equations of parabolic type in Banach spaces
- Optimal control of the viscous generalized Camassa-Holm equation
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