Ergodic Boundary/Point Control of Stochastic Semilinear Systems
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Publication:4388946
DOI10.1137/S0363012996303190zbMath0924.93045MaRDI QIDQ4388946
Tyrone E. Duncan, Bohdan Maslowski, Bozenna 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
stochastic optimal control; parabolic equation; ergodic cost functional; stochastic semilinear equations; Markov processes in Hilbert spaces
93C20: Control/observation systems governed by partial differential equations
93E20: Optimal stochastic control
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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