Optimal control approach to nonlinear diffusion equations driven by Wiener noise

DOI10.1007/s10957-011-9946-8zbMath1237.93177MaRDI QIDQ415419

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

zbMATH Keywords

optimal control; stochastic differential equation; Wiener process; convex function

Mathematics Subject Classification ID

93E20: Optimal stochastic control

94A08: Image processing (compression, reconstruction, etc.) in information and communication theory

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35K99: Parabolic equations and parabolic systems

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