Optimal control of semilinear stochastic evolution equations

DOI10.1016/0362-546X(94)90249-6MaRDI QIDQ4312092zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(18)

• scientific article; zbMATH DE number 4078419 (Why is no real title available?)
• Optimal control for semilinear evolution equations
• Optimal control of a class of semi‐linear stochastic evolution equations with applications
• scientific article; zbMATH DE number 3924659 (Why is no real title available?)
• Ergodic Boundary/Point Control of Stochastic Semilinear Systems
• scientific article; zbMATH DE number 7360724 (Why is no real title available?)
• Existence of the optimal control for stochastic boundary control problems governed by semilinear parabolic equations
• Optimal control of impulsive stochastic evolution inclusions
• scientific article; zbMATH DE number 4013397 (Why is no real title available?)
• scientific article; zbMATH DE number 4033648 (Why is no real title available?)
• On ergodic control of stochastic evolution equations
• Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise
• Optimal stochastic control of measure solutions on Hilbert space
• Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
• Stochastic control for a class of random evolution models
• Maximum principle for semilinear stochastic evolution control systems
• Semilinear Kolmogorov equations and applications to stochastic optimal control
• Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach

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