Observability inequality of backward stochastic heat equations for measurable sets and its applications
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Publication:2807329
Nash equilibriumoptimal controlstochastic heat equationobservability inequalityoptimal actuator location
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)
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.
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Cited in
(13)- Observability inequalities on measurable sets for the Stokes system and applications
- Quantitative uniqueness estimates for stochastic parabolic equations on the whole Euclidean space
- Optimal shape and location of sensors for parabolic equations with random initial data
- Optimal actuator location of the norm optimal controls for degenerate parabolic equations
- On a kind of time optimal control problem of the heat equation
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- Optimal actuator location of the minimum norm controls for stochastic heat equations
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- Observability inequality from measurable sets and the shape design problem for stochastic parabolic equations
- Time-varying bang-bang property of time optimal controls for heat equation and its application
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