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

DOI10.1080/00207179.2014.889855zbMATH Open1317.93274OpenAlexW2085524101MaRDI QIDQ5499790FDOQ5499790

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

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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)

Cites Work

• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
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• Spatial Structures and Periodic Travelling Waves in an Integro-Differential Reaction-Diffusion Population Model
• Adapted solution of a backward stochastic differential equation
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• Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
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• Optimal control of a stochastic heat equation with boundary-noise and boundary-control
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• Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
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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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