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

DOI10.1007/s10883-014-9228-5zbMath1307.93471OpenAlexW2039304685WikidataQ115383684 ScholiaQ115383684MaRDI QIDQ2260468

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

optimal controlboundary controlbackward stochastic differential equationsboundary noisestochastic delay partial differential equations

Mathematics Subject Classification ID

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

Related Items (4)

Almost automorphic solutions for fractional stochastic differential equations and its optimal 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 ⋮ Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems

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