Optimal Controls for Stochastic Partial Differential Equations

DOI10.1137/0328010MaRDI QIDQ3472030zbMATH OpenOpenAlexFDO

Authors Noriaki Nagase, Makiko Nisio

Publication date 1990

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

Full work available at URL https://doi.org/10.1137/0328010

zbMATH Keywords

Bellman principlecompactificationcontrolled linear stochastic partial differential equationsconvexity conditionpartial observationrelaxed controlstochastic control of diffusionsweak convergence

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimal stochastic control (93E20)

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Cited in

(34)

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• Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation
• Optimal controls for stochastic systems with singular noise
• On the existence of stochastic optimal control of distributed state system
• Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains
• Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps
• Stability of stochastic 2-D systems
• On stochastic optimal control in ferromagnetism
• A revisit to W^n₂-theory of super-parabolic backward stochastic partial differential equations in R^d
• Approximation in optimal control of diffusion processes
• Optimal relaxed control of dissipative stochastic partial differential equations in Banach spaces
• Stochastic minimum principle for partially observed systems subject to continuous and jump diffusion processes and driven by relaxed controls
• Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain
• OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
• On the existence of optimal control for controlled stochastic partial differential equations
• OPTIMAL CONTROL FOR ROUGH DIFFERENTIAL EQUATIONS
• scientific article; zbMATH DE number 4059262 (Why is no real title available?)
• Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations
• On the Existence of Optimal Relaxed Controls of Stochastic Partial Differential Equations
• scientific article; zbMATH DE number 147106 (Why is no real title available?)
• On the Necessary Conditions of Optimal Controls for Stochastic Partial Differential Equations
• Optimal control of semilinear stochastic evolution equations
• Numerical optimal control for problems with random forced SPDE constraints
• Optimal control for n-person differential stochastic inclusions
• scientific article; zbMATH DE number 751026 (Why is no real title available?)
• scientific article; zbMATH DE number 7360724 (Why is no real title available?)
• Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise
• Optimal controls for the stochastic compressible Navier-Stokes equations
• An Optimal Control Problem for Stochastic Linear PDE’s Driven by a Gaussian White Noise
• Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise
• A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle
• Maximum principle for stochastic partial differential system with fractional Brownian motion
• L^p-estimates, local well-posedness and controllability for linear and semilinear backward SPDEs
• Numerical approximations for partially observed optimal control of stochastic partial differential equations

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