Optimal control approach to nonlinear diffusion equations driven by Wiener noise
DOI10.1007/S10957-011-9946-8zbMATH Open1237.93177OpenAlexW1972012745MaRDI QIDQ415419FDOQ415419
Authors: Viorel Barbu
Publication date: 8 May 2012
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-011-9946-8
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Cited In (17)
- Variational solutions to nonlinear diffusion equations with singular diffusivity
- Deterministic control of stochastic reaction-diffusion equations
- A variational approach to Neumann stochastic semi-linear equations modeling the thermostatic control
- A variational approach to stochastic nonlinear parabolic problems
- Existence for nonlinear finite dimensional stochastic differential equations of subgradient type
- Commande optimale du processus de wiener
- An operatorial approach to stochastic partial differential equations driven by linear multiplicative noise
- Distributed containment tracking of multiple stochastic nonlinear systems
- Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation
- Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic
- A duality approach to nonlinear diffusion equations
- Stochastic PDEs via convex minimization
- Stability of solutions to stochastic partial differential equations
- Stochastic nonlinear parabolic equations with Stratonovich gradient noise
- Variational solutions to nonlinear stochastic differential equations in Hilbert spaces
- A variational approach to nonlinear stochastic differential equations with linear multiplicative noise
- A self-dual variational approach to stochastic partial differential equations
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