Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift

DOI10.1137/15M1012888zbMath1345.49036arXiv1503.04989MaRDI QIDQ2796008

Marco Fuhrman, Carlo Orrieri

Publication date: 23 March 2016

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.04989

zbMATH Keywords

stochastic optimal controlstochastic partial differential equationsstochastic maximum principlebackward stochastic partial differential equations

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45)

Related Items (15)

Stochastic maximum principle for SPDEs with delay ⋮ Maximum principle for optimal control of SPDEs with locally monotone coefficients ⋮ On stochastic optimal control in ferromagnetism ⋮ Temporal semi-discretizations of a backward semilinear stochastic evolution equation ⋮ Optimal bilinear control of stochastic nonlinear Schrödinger equations: mass-(sub)critical case ⋮ Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach ⋮ Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable ⋮ Optimal distributed and tangential boundary control for the unsteady stochastic Stokes equations ⋮ Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion ⋮ A stochastic maximum principle for control problems constrained by the stochastic Navier-Stokes equations ⋮ A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator ⋮ Analysis and optimal velocity control of a stochastic convective Cahn-Hilliard equation ⋮ Deterministic control of stochastic reaction-diffusion equations ⋮ Optimal Distributed Control of a Stochastic Cahn--Hilliard Equation ⋮ Optimal control of stochastic phase-field models related to tumor growth

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