Optimal Control of Stochastic Partial Differential Equations

DOI10.1081/SAP-200044467MaRDI QIDQ4678752zbMATH OpenFDO

Authors B. Øksendal

Publication date 23 May 2005

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/SAP-200044467

zbMATH Keywords

optimal controlstochastic forward and backward partial differential equationsstochastic maximum principle

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimal stochastic control (93E20)

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Cited in

(64)

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• An approach for robust PDE-constrained optimization with application to shape optimization of electrical engines and of dynamic elastic structures under uncertainty
• A concise introduction to control theory for stochastic partial differential equations
• Optimal finite horizon contract with limited commitment
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• Singular control of SPDEs with space-mean dynamics
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• Maximum principle for optimal control of SPDEs with locally monotone coefficients
• Optimal control of a class of semi‐linear stochastic evolution equations with applications
• Square-mean almost automorphic mild solutions to non-autonomous stochastic differential equations in Hilbert spaces
• Model order reduction techniques with a posteriori error control for nonlinear robust optimization governed by partial differential equations
• An Optimal Control Problem for Stochastic Linear PDE’s Driven by a Gaussian White Noise
• Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise
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• Stepanov-like pseudo almost automorphic solutions to some stochastic differential equations
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• Secure networked control under jamming attacks: an SINR-based approach
• Optimal control of functional-differential equations of parabolic type in Banach spaces
• Optimal control of the viscous generalized Camassa-Holm equation

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