scientific article; zbMATH DE number 7573587

MaRDI QIDQ5097104zbMATH OpenFDO

Authors Qi Lü, Penghui Wang, Xu Zhang, Yanqing Wang

Publication date 19 August 2022

Full work available at URL https://arxiv.org/abs/2104.02964, https://www.sciencedirect.com/science/article/pii/S1570865921000211

zbMATH Keywords

backward stochastic evolution equationfinite transposition methodnumericsstochastic distributed parameter control systemtransposition solution

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical analysis (65-XX) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

Cited in

(8)

• Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients
• Numerics for Stochastic Distributed Parameter Control Systems: a Finite Transposition Method
• Error analysis of the feedback controls arising in the stochastic linear quadratic control problems
• Optimal error estimates of the stochastic parabolic optimal control problem with integral state constraint
• An inverse source problem for semilinear stochastic hyperbolic equations
• Strong error estimates for the space-time discretization of a stochastic linear quadratic control problem with control in the diffusion
• Convergence with rates for a Riccati-based discretization of SLQ problems with SPDEs
• Convergence analysis for an implementable scheme to solve the linear-quadratic stochastic optimal control problem with stochastic wave equation

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5097104)