Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control
DOI10.1007/s10957-014-0612-9zbMath1317.49021OpenAlexW2156708873MaRDI QIDQ2346385
Publication date: 1 June 2015
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-014-0612-9
Wiener processstochastic controlKolmogorov operatoroptimal control problemsboundary-controlboundary-noiseLipschitz dissipative systemsstationary Hamilton-Jacobi-Bellman equation
Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Existence of optimal solutions to problems involving randomness (49J55)
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