On the existence of optimal control for controlled stochastic partial differential equations

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) Optimal stochastic control (93E20)

Cites Work

Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
Optimal Control for Partially Observed Diffusions
ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES
Smoothness of solutions of stochastic evolution equations and the existence of a filtering transition density

Cited In (19)

An Optimal Control Problem for Stochastic Linear PDE’s Driven by a Gaussian White Noise
On extremal solutions to stochastic control problems. II
On the existence of stochastic optimal control of distributed state system
Nonlinear semigroup arising in the control of diffusions with partial observation
Optimal Controls for Stochastic Partial Differential Equations
Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
EXISTENCE OF OPTIMAL CONTROLS FOR PARTIALLY OBSERVED GENERAL SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS
Existence of an optimal control for stochastic control systems with nonlinear cost functional
Optimal control for uncertain random continuous-time systems
On a PDE arising in one-dimensional stochastic control problems
Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces
Title not available (Why is that?)
On existence and controllability results for some cylindrical stochastic integro-differential equations in Fr\'{e}chet spaces
On Existence of Limit Occupational Measures Set of a Controlled Stochastic Differential Equation
Title not available (Why is that?)
Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations
Existence of the optimal control for stochastic boundary control problems governed by semilinear parabolic equations
Stochastic variational formula for fundamental solutions of parabolic PDE
Existence of optimal controls for SPDE with locally monotone coefficients

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