Existence of optimal controls for SPDE with locally monotone coefficients

DOI10.1080/00207179.2018.1508849MaRDI QIDQ5113300zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 4 June 2020

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.04077

zbMATH Keywords

stochastic optimal controlstochastic partial differential equationstochastic systemscontrol problems

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Navier-Stokes equations (35Q30) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

Abstract: The aim of this paper is to investigate the existence of optimal controls for systems described by stochastic partial differential equations (SPDEs) with locally monotone coefficients controlled by different external forces which are feedback controls. To attain our objective we adapt the argument of H. Lisei, (Existence of optimal and epsilon-optimal controls for the stochastic Navier - Stokes equation, Nonlinear Analysis, 51, (2002) 95-118) where the existence of optimal control to the stochastic Navier-Stokes equation was studied. The results obtained in the present paper may be applied to demonstrate the existence of optimal control to various types of controlled SPDEs such as: a stochastic nonlocal equation and stochastic semilinear equations which are locally monotone equations; we also apply the result to a monotone equation such as the stochastic reaction diffusion equation and to a stochastic linear equation.

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Cited in

(2)

• Small time asymptotics for SPDEs with locally monotone coefficients
• Maximum principle for optimal control of SPDEs with locally monotone coefficients

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