Robust control of parabolic stochastic partial differential equations under model uncertainty

DOI10.1016/j.ejcon.2018.04.004zbMath1412.93026OpenAlexW2801701639WikidataQ129883255 ScholiaQ129883255MaRDI QIDQ2415097

Athanasios N. Yannacopoulos, Anastasios Xepapadeas, Ioannis D. Baltas

Publication date: 20 May 2019

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejcon.2018.04.004

zbMATH Keywords

Hilbert spacemild solutionsHamilton-Jacobi-Bellman-Isaacs equationrobust optimal controlspatiotemporal control

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Control/observation systems governed by partial differential equations (93C20) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Control/observation systems in abstract spaces (93C25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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