Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control

DOI10.1007/S10883-014-9228-5MaRDI QIDQ2260468zbMATH OpenOpenAlexWikidataFDO

Authors Jianjun Zhou

Publication date 10 March 2015

Published in Journal of Dynamical and Control Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10883-014-9228-5

zbMATH Keywords

backward stochastic differential equationsboundary controloptimal controlboundary noisestochastic delay partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

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)