Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control
From MaRDI portal
(Redirected from Publication:2260468)
Recommendations
- Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control
- Optimal control of a stochastic heat equation with boundary-noise and boundary-control
- Optimal control of backward stochastic heat equation with Neumann boundary control and noise
- A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control
- Stochastic initial boundary value problems subject to distributed and boundary noise and their optimal control
Cites work
- scientific article; zbMATH DE number 15045 (Why is no real title available?)
- scientific article; zbMATH DE number 158461 (Why is no real title available?)
- scientific article; zbMATH DE number 1341816 (Why is no real title available?)
- scientific article; zbMATH DE number 696902 (Why is no real title available?)
- scientific article; zbMATH DE number 1032935 (Why is no real title available?)
- scientific article; zbMATH DE number 791177 (Why is no real title available?)
- scientific article; zbMATH DE number 2215036 (Why is no real title available?)
- A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control
- Adapted solution of a backward stochastic differential equation
- Ergodic Boundary/Point Control of Stochastic Semilinear Systems
- Evolution equations with white-noise boundary conditions
- Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
- On the qualitative behaviour of the solution to a stochastic partial functional - differential equation arising in population dynamics
- Optimal control of a stochastic heat equation with boundary-noise and boundary-control
- Optimal control of stochastic functional differential equations with a bounded memory
- Optimal control problems for stochastic delay evolution equations in Banach spaces
- Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
- Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
- Set-valued analysis
- Spatial Structures and Periodic Travelling Waves in an Integro-Differential Reaction-Diffusion Population Model
- Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces
- Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
- Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
Cited in
(8)- Viscosity solutions to HJB equations for boundary-noise and boundary-control problems
- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
- Optimal control problems for stochastic delay evolution equations in Banach spaces
- Almost automorphic solutions for fractional stochastic differential equations and its optimal control
- Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions
- Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control
- A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes
- Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations
This page was built for publication: Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2260468)
