Observability inequality of backward stochastic heat equations for measurable sets and its applications

DOI10.1137/15M1033289zbMATH Open1381.93105arXiv1604.03672MaRDI QIDQ2807329FDOQ2807329

Jie Zhong, Dong-Hui Yang

Publication date: 20 May 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Abstract: This paper aims to provide directly the observability inequality of backward stochastic heat equations for measurable sets. As an immediate application, the null controllability of the forward heat equations is obtained. Moreover, an interesting relaxed optimal actuator location problem is formulated, and the existence of its solution is proved. Finally, the solution is characterized by a Nash equilibrium of the associated game problem.

Full work available at URL: https://arxiv.org/abs/1604.03672

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zbMATH Keywords

Nash equilibriumoptimal controlstochastic heat equationobservability inequalityoptimal actuator location

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of game theory (91A80) Controllability (93B05) PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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Cited In (11)

• A concise introduction to control theory for stochastic partial differential equations
• On a kind of time optimal control problem of the heat equation
• Hardy’s uncertainty principle and unique continuation property for stochastic heat equations
• Optimal actuator location of the norm optimal controls for degenerate parabolic equations
• Observability inequality from measurable sets and the shape design problem for stochastic parabolic equations
• Some optimal control problems of heat equations with weighted controls
• Null controllability of coupled parabolic systems with switching control
• Quantitative uniqueness estimates for stochastic parabolic equations on the whole Euclidean space
• Null controllability for one-dimensional stochastic heat equations with mixed Dirichlet-dynamic boundary conditions
• Optimal actuator location of the minimum norm controls for stochastic heat equations
• Time-varying bang-bang property of time optimal controls for heat equation and its application

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