Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control

DOI10.1080/00207179.2014.889855MaRDI QIDQ5499790zbMATH OpenOpenAlexFDO

Authors Jianjun Zhou

Publication date 31 July 2015

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

Full work available at URL https://doi.org/10.1080/00207179.2014.889855

zbMATH Keywords

backward stochastic differential equationsHamilton-Jacobi-Bellman equationsoptimal controlboundary-controlboundary-noisestochastic delay heat equation

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Nonlinear systems in control theory (93C10) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Stochastic integral equations (60H20)

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Cites work

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Cited in

(10)

• Stochastic initial boundary value problems subject to distributed and boundary noise and their optimal control
• Viscosity solutions to HJB equations for boundary-noise and boundary-control problems
• A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control
• Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control
• On the existence of optimal controls for SPDEs with boundary noise and boundary control
• Stabilization of stochastic parabolic equations with boundary-noise and boundary-control
• Optimal control for stochastic heat equation with memory
• Optimal control of backward stochastic heat equation with Neumann boundary control and noise
• Optimal control of a stochastic heat equation with boundary-noise and boundary-control
• Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain

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