Optimal control approach to nonlinear diffusion equations driven by Wiener noise
From MaRDI portal
(Redirected from Publication:415419)
Recommendations
- A variational approach to stochastic nonlinear parabolic problems
- Control of diffusion processes in \(\mathbb R^N\)
- Optimal control of nonlinear stochastic differential equations on Hilbert spaces
- Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift
- Stochastic maximum principle for optimal control of partial differential equations driven by white noise
Cites work
- scientific article; zbMATH DE number 3955816 (Why is no real title available?)
- scientific article; zbMATH DE number 3519468 (Why is no real title available?)
- scientific article; zbMATH DE number 3522445 (Why is no real title available?)
- scientific article; zbMATH DE number 1448982 (Why is no real title available?)
- A PDE variational approach to image denoising and restoration
- A variational approach to nonlinear diffusion equations with time periodic coefficients
- A variational approach to stochastic nonlinear parabolic problems
- A variational principle for gradient flows
- Equations with singular diffusivity
- Existence for semilinear parabolic stochastic equations
- Extension of the Brezis-Ekeland-Nayroles priniciple to monotone operators
- Integrals which are convex functionals. II
- Kolmogorov equations for stochastic PDEs.
- Multivalued Skorohod problem
- Nonlinear Differential Equations of Monotone Types in Banach Spaces
- Nonlinear total variation based noise removal algorithms
- Saddle-points and existence-uniqueness for evolution equations
- Stochastic Equations in Infinite Dimensions
- Stochastic nonlinear diffusion equations with singular diffusivity
- Superposition of selfdual functionals in non-homogeneous boundary value problems and differential systems
- The Brezis–Ekeland Principle for Doubly Nonlinear Equations
- The Generator of the Transition Semigroup Corresponding to a Stochastic Variational Inequality
- The stochastic reflection problem in Hilbert spaces
Cited in
(17)- Stochastic PDEs via convex minimization
- Existence for nonlinear finite dimensional stochastic differential equations of subgradient type
- Variational solutions to nonlinear diffusion equations with singular diffusivity
- Distributed containment tracking of multiple stochastic nonlinear systems
- Variational solutions to nonlinear stochastic differential equations in Hilbert spaces
- A self-dual variational approach to stochastic partial differential equations
- Deterministic control of stochastic reaction-diffusion equations
- A variational approach to nonlinear stochastic differential equations with linear multiplicative noise
- Commande optimale du processus de wiener
- A variational approach to stochastic nonlinear parabolic problems
- Stochastic nonlinear parabolic equations with Stratonovich gradient noise
- Connection between an exactly solvable stochastic optimal control problem and a nonlinear reaction-diffusion equation
- An operatorial approach to stochastic partial differential equations driven by linear multiplicative noise
- Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic
- A variational approach to Neumann stochastic semi-linear equations modeling the thermostatic control
- Stability of solutions to stochastic partial differential equations
- A duality approach to nonlinear diffusion equations
This page was built for publication: Optimal control approach to nonlinear diffusion equations driven by Wiener noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q415419)
