Ergodic Boundary/Point Control of Stochastic Semilinear Systems

DOI10.1137/S0363012996303190MaRDI QIDQ4388946zbMATH OpenOpenAlexFDO

Authors T. E. Duncan, B. Maslowski, B. Pasik-Duncan

Publication date 10 May 1998

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012996303190

zbMATH Keywords

stochastic optimal controlparabolic equationergodic cost functionalstochastic semilinear equationsMarkov processes in Hilbert spaces

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

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Cited in

(20)

• Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions
• Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control
• Linear parabolic equation with Dirichlet white noise boundary conditions
• Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
• Some approaches to ergodic and adaptive control of stochastic semilinear systems
• Optimal control of a stochastic heat equation with boundary-noise and boundary-control
• Sequential entry and exit decisions with an ergodic performance criterion
• Adaptive Control for Semilinear Stochastic Systems
• Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control
• Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process
• A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control
• Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces
• Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control
• The value function in ergodic control of diffusion processes with partial observations
• scientific article; zbMATH DE number 822854 (Why is no real title available?)
• Homogenized dynamics of stochastic partial differential equations with dynamical boundary conditions
• On stochastic ergodic control in infinite dimensions
• Ergodic Control Of Stochastic Differential Systems With Controller Constraints
• scientific article; zbMATH DE number 5190527 (Why is no real title available?)
• Adaptive control of continuous time stochastic systems

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