Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control

DOI10.1016/J.JMAA.2022.126682MaRDI QIDQ2084883zbMATH OpenOpenAlexFDO

Authors Gaofeng Zong

Publication date 13 October 2022

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2022.126682

zbMATH Keywords

first variation equationHamilton-Jacobi-Bellman equationstochastic Burgers-Huxley equationtransition semigroup

Mathematics Subject Classification ID

Hamilton-Jacobi theories (49Lxx) Stochastic analysis (60Hxx) Stochastic systems and control (93Exx)

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Cites work

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• Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
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• Harnack inequalities for stochastic partial differential equations
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• Stochastic burgers equation with correlated noise
• Stochastic Burgers' equation
• Stochastic Equations in Infinite Dimensions
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• Strong feller property for stochastic semilinear equations
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions

Cited in

(4)

• Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation
• Dynamics of fractional stochastic generalized Korteweg-de Vries-Burgers-Huxley equation with infinite memory
• Strong approximation of an explicit full-discrete scheme for stochastic generalized Burgers-Huxley equation with additive fractional noise
• Existence of optimal and -optimal feedback controls for stochastic Cahn-Hilliard equation

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