Optimal control of semilinear stochastic evolution equations

DOI10.1016/0362-546X(94)90249-6zbMATH Open0925.93957OpenAlexW2077546016MaRDI QIDQ4312092FDOQ4312092

Authors: Vivek Borkar, T. E. Govindan 

Publication date: 28 April 1999

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0362-546x(94)90249-6

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zbMATH Keywords

stochastic controlstochastic evolution equationsMarkov control

Mathematics Subject Classification ID

Diffusion processes (60J60) Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20) Applications of operator theory in systems, signals, circuits, and control theory (47N70)

Cites Work

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Cited In (18)

• Title not available (Why is that?)
• On ergodic control of stochastic evolution equations
• Optimal control for semilinear evolution equations
• Title not available (Why is that?)
• Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
• Ergodic Boundary/Point Control of Stochastic Semilinear Systems
• Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
• Title not available (Why is that?)
• Semilinear Kolmogorov equations and applications to stochastic optimal control
• Optimal control of impulsive stochastic evolution inclusions
• Stochastic control for a class of random evolution models
• Optimal control of a class of semi‐linear stochastic evolution equations with applications
• Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise
• Maximum principle for semilinear stochastic evolution control systems
• Title not available (Why is that?)
• Existence of the optimal control for stochastic boundary control problems governed by semilinear parabolic equations
• Optimal stochastic control of measure solutions on Hilbert space
• Title not available (Why is that?)

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