Stochastic initial boundary value problems subject to distributed and boundary noise and their optimal control

DOI10.1016/J.JMAA.2014.06.078MaRDI QIDQ401343zbMATH OpenOpenAlexFDO

Authors N. U. Ahmed

Publication date 26 August 2014

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2014.06.078

zbMATH Keywords

partial differential equationsHilbert spacesinitial boundary value problemsexistence of optimal controlsnecessary conditions of optimalityrelaxed controls

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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Cited in

(8)

• Optimal control for a general class of stochastic initial boundary value problems subject to distributed and boundary noise
• Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control
• Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control
• Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives
• scientific article; zbMATH DE number 4010370 (Why is no real title available?)
• Optimal control of stochastic differential equations with dynamical boundary conditions
• On the existence of optimal controls for SPDEs with boundary noise and boundary control
• Almost automorphic solutions for fractional stochastic differential equations and its optimal control

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