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

DOI10.1016/j.jmaa.2014.06.078zbMath1293.93774OpenAlexW1970932093MaRDI QIDQ401343

Nasir Uddin 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

Hilbert spacesinitial boundary value problemspartial differential equationsnecessary conditions of optimalityexistence of optimal controlsrelaxed controls

Mathematics Subject Classification ID

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

Related Items (3)

Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives ⋮ Almost automorphic solutions for fractional stochastic differential equations and its optimal control ⋮ Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control

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