A concise introduction to control theory for stochastic partial differential equations
From MaRDI portal
Publication:2097680
DOI10.3934/mcrf.2021020OpenAlexW3136567570WikidataQ115218785 ScholiaQ115218785MaRDI QIDQ2097680
Publication date: 14 November 2022
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.10678
optimal controlobservabilitycontrollabilitystochastic partial differential equationlinear quadratic control problemPontryagin type maximum principle
Controllability (93B05) Observability (93B07) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items
Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions ⋮ Global null-controllability for stochastic semilinear parabolic equations ⋮ A semigroup approach to stochastic systems with input delay at the boundary ⋮ A Functional Analytic Approach to Infinite Dimensional Stochastic Linear Systems
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some results on the controllability of forward stochastic heat equations with control on the drift
- Erratum to: ``Representation of Itô integrals by Lebesgue/Bochner integrals
- Representation of Itô integrals by Lebesgue/Bochner integrals
- Stochastic partial differential equations. A modeling, white noise functional approach
- Semigroups of linear operators and applications to partial differential equations
- Operator-valued backward stochastic Lyapunov equations in infinite dimensions, and its application
- Stochastic control of memory mean-field processes
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems
- Stochastic control for mean-field stochastic partial differential equations with jumps
- Well-posedness of backward stochastic differential equations with general filtration
- Forward and backward mean-field stochastic partial differential equation and optimal control
- Editorial. J. J. (Hans) Duistermaat (1942--2010)
- First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints
- Characterization of optimal feedback for stochastic linear quadratic control problems
- Transposition method for backward stochastic evolution equations revisited, and its application
- Exact controllability for stochastic Schrödinger equations
- Exact controllability theorems for linear parabolic equations in one space dimension
- Observability Inequality of Backward Stochastic Heat Equations for Measurable Sets and Its Applications
- Carleman estimate for stochastic parabolic equations and inverse stochastic parabolic problems
- The Stochastic Linear Quadratic Control Problem with Singular Estimates
- Stochastic Optimal Control in Infinite Dimension
- Conditional stability in determination of initial data for stochastic parabolic equations
- Functional Analysis, Calculus of Variations and Optimal Control
- $\gamma$-Radonifying operators -- a survey
- A General Stochastic Maximum Principle for Optimal Control Problems
- Carleman estimates for a stochastic degenerate parabolic equation and applications to null controllability and an inverse random source problem
- Random motion of strings and related stochastic evolution equations
- Determination of two kinds of sources simultaneously for a stochastic wave equation
- Stochastic Well-Posed Systems and Well-Posedness of Some Stochastic Partial Differential Equations with Boundary Control and Observation
- Exact Controllability for the Time Dependent Transport Equation
- Null Controllability for Forward and Backward Stochastic Parabolic Equations
- Carleman and Observability Estimates for Stochastic Wave Equations
- Infinite Dimensional Linear Systems With Unbounded Control and Observation: A Functional Analytic Approach
- Linear Quadratic Optimal Stochastic Control with Random Coefficients
- Controllability and Stabilizability Theory for Linear Partial Differential Equations: Recent Progress and Open Questions
- Control in an Information Rich World
- Partial Approximate Controllability for Linear Stochastic Control Systems
- Sufficient conditions of optimality for stochastic systems with controllable diffusions
- Observability Estimate for Stochastic Schrödinger Equations and Its Applications
- Mathematical Control Theory for Stochastic Partial Differential Equations
- A Unified Boundary Controllability Theory for Hyperbolic and Parabolic Partial Differential Equations
- Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations
- Carleman Estimates for Second Order Partial Differential Operators and Applications
- A Mini-Course on Stochastic Control
- Carleman Estimates of Some Stochastic Degenerate Parabolic Equations and Application
- Global Uniqueness for an Inverse Stochastic Hyperbolic Problem with Three Unknowns
- Observability Estimates and Null Controllability for Forward and Backward Linear Stochastic Kuramoto--Sivashinsky Equations
- Mean Field Games and Mean Field Type Control Theory
- Probabilistic Theory of Mean Field Games with Applications I
- A Maximum Principle for Optimal Control of Stochastic Evolution Equations
- General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
- Exact Controllability for Stochastic Transport Equations
- Controllability of Some Coupled Stochastic Parabolic Systems with Fractional Order Spatial Differential Operators by One Control in the Drift
- Controllability and Observability of Some Stochastic Complex Ginzburg--Landau Equations
- Observability Estimate and State Observation Problems for Stochastic Hyperbolic Equations
- Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations
- Stochastic maximum principle for optimal control of SPDEs
- Stochastic evolution equations