scientific article; zbMATH DE number 4010370

MaRDI QIDQ3760416zbMATH OpenFDO

Authors Franco Flandoli

Publication date 1987

zbMATH Keywords

boundary controlDirichlet boundary value problemquadratic cost criterionstochastic partial differential equation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Existence of optimal solutions to problems involving randomness (49J55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

Recommendations

• Stochastic initial boundary value problems subject to distributed and boundary noise and their optimal control
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• Optimal control of stochastic differential equations with dynamical boundary conditions

Cited in

(2)

• Boundary control of stochastic elliptic systems involving Laplace operator
• A multi-mode expansion method for boundary optimal control problems constrained by random Poisson equations

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