scientific article; zbMATH DE number 7360724

zbMATH Open1482.49020MaRDI QIDQ4994342FDOQ4994342

Authors: E. V. Bychkov, Alexey Bogomolov, Georgiĭ Anatol'evich Sviridyuk 

Publication date: 17 June 2021

Full work available at URL: https://ejde.math.txstate.edu/Volumes/2021/51/abstr.html#latest

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zbMATH Keywords

Wiener processwhite noiseadditive white noisestochastic Sobolev type equationsspace of noises

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Equations involving linear operators, with operator unknowns (47A62) Groups and semigroups of linear operators (47D03)

Cites Work

• Stochastic Equations in Infinite Dimensions
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• Blow-up in nonlinear Sobolev type equations
• Linear Sobolev type equations and degenerate semigroups of operators
• Linear Sobolev type equations with relatively \(p\)-sectorial operators in space of ``noises
• Linear Sobolev type equations with relatively \(p\)-radial operators in space of ``noises
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• Linear stochastic systems with constant coefficients. A statistical approach
• Operator theory. Nonclassical problems
• Optimal measurement of dynamically distorted signals
• An optimal control of the solutions of the initial-final problem for linear Sobolev type equations with strongly relatively \(p\)-radial operator
• Generalized solutions to abstract stochastic problems
• One class of Sobolev type equations of higher order with additive ``white noise
• Optimal control of a class of linear degenerate equations
• Reconstruction of Observation from Distorted Data for the Optimal Dynamic Measurement Problem
• Optimal control of solutions of a multipoint initial-final problem for non-autonomous evolutionary Sobolev type equation

Cited In (7)

• An Optimal Control Problem for Stochastic Linear PDE’s Driven by a Gaussian White Noise
• On extremal solutions to stochastic control problems. II
• Optimal Controls for Stochastic Partial Differential Equations
• Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations
• Optimal Control of Solutions to Showalter–Sidorov Problem for a High Order Sobolev Type Equation with Additive “Noise”
• Characterization of stochastic control with optimal stopping in a Sobolev space
• Optimal control of semilinear stochastic evolution equations

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