Optimal control for one-phase Stefan problem with random emission

DOI10.1007/BF01447657MaRDI QIDQ582567zbMATH OpenOpenAlexFDO

Authors Jianyong Qiao, Sumit K. Garg

Publication date 1989

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01447657

zbMATH Keywords

stochastic variational inequalityrandom disturbancestochastic one-phase Stefan problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Free boundary problems for PDEs (35R35) Variational inequalities (49J40) Optimality conditions for problems involving randomness (49K45)

Cites work

• scientific article; zbMATH DE number 3917080 (Why is no real title available?)
• scientific article; zbMATH DE number 3797647 (Why is no real title available?)
• scientific article; zbMATH DE number 3244852 (Why is no real title available?)
• scientific article; zbMATH DE number 3408187 (Why is no real title available?)
• A regularity theorem for parabolic equations
• An Introductory Approach to Duality in Optimal Stochastic Control
• Contrôle dans les inéquations variationelles elliptiques
• Existence for a class of stochastic parabolic variational inequalities
• Optimal Continuous-Parameter Stochastic Control
• Optimal Control for Parabolic Variational Inequalities
• Optimal Control for Variational Inequalities
• Stochastic maximum principle for distributed parameter systems
• Stochastic partial differential equations and filtering of diffusion processes

Cited in

(1)

• Filtering for systems modelled by variational inequalities associated with the one phase stochastic Stefan problem

This page was built for publication: Optimal control for one-phase Stefan problem with random emission

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q582567)