An LQ Problem for the Heat Equation on the Halfline with Dirichlet Boundary Control and Noise

DOI10.1137/070711529zbMath1196.35117arXiv0801.3888OpenAlexW2055601634MaRDI QIDQ3566972

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Publication date: 10 June 2010

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

Full work available at URL: https://arxiv.org/abs/0801.3888

zbMATH Keywords

boundary control Riccati equation analytic semigroup stochastic convolution stochastic evolution equation weighted \(L^2\) space linear quadratic control problem boundary noise

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic equations (35K20) PDEs with randomness, stochastic partial differential equations (35R60) Infinite-dimensional random dynamical systems; stochastic equations (37L55) PDEs in connection with control and optimization (35Q93)

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