Stochastic initial boundary value problems subject to distributed and boundary noise and their optimal control
DOI10.1016/J.JMAA.2014.06.078zbMATH Open1293.93774OpenAlexW1970932093MaRDI QIDQ401343FDOQ401343
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
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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
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives
- Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control
- Title not available (Why is that?)
- 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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