On the Existence of Optimal Relaxed Controls of Stochastic Partial Differential Equations

DOI10.1137/0330016zbMath0743.60057OpenAlexW2049110942MaRDI QIDQ3988943

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Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1137/0330016

zbMATH Keywords

stochastic partial differential equationsregularity conditionscontrol problempartially observed diffusiongroup of operatorsoptimal relaxed control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence of optimal solutions to problems involving randomness (49J55)

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