Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control

DOI10.1007/S10957-014-0612-9MaRDI QIDQ2346385zbMATH OpenOpenAlexFDO

Authors Desheng Yang

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

zbMATH Keywords

boundary-controlboundary-noiseKolmogorov operatorLipschitz dissipative systemsoptimal control problemsstationary Hamilton-Jacobi-Bellman equationstochastic controlWiener process

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Existence of optimal solutions to problems involving randomness (49J55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimal stochastic control (93E20)

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Cited in

(2)

• Optimal control problems for stochastic reaction-diffusion systems with non-Lipschitz coefficients
• Viscosity solutions to HJB equations for boundary-noise and boundary-control problems

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