Approximation of optimal feedback controls for stochastic reaction-diffusion equations (Q6664371)

scientific article; zbMATH DE number 7968247

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English	Approximation of optimal feedback controls for stochastic reaction-diffusion equations	scientific article; zbMATH DE number 7968247

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title

Approximation of optimal feedback controls for stochastic reaction-diffusion equations (English)

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European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations

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publication date

16 January 2025

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zbMATH Keywords

stochastic optimal control

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reaction-diffusion equations

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adjoint calculus

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variational methods

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artificial neural networks

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Publication

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cites work

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Operator-valued backward stochastic Lyapunov equations in infinite dimensions, and its application

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Deterministic control of stochastic reaction-diffusion equations

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Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales

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Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation

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Strong and Weak Convergence Rates of a Spatial Approximation for Stochastic Partial Differential Equation with One-sided Lipschitz Coefficient

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Q4938227

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Mathematics(1 entry)

mardi Publication:6664371