Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling

DOI10.1137/15M1010233zbMath1331.93227WikidataQ60231168 ScholiaQ60231168MaRDI QIDQ2796104

Jiong-min Yong, Suzanne M. Lenhart, Jie Xiong

Publication date: 23 March 2016

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

zbMATH Keywords

optimal controlstochastic partial differential equationsnecessary conditionspopulation model

Mathematics Subject Classification ID

Population dynamics (general) (92D25) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (7)

A stochastic maximum principle for partially observed stochastic control systems with delay ⋮ Superprocesses for the population of rabbits on grassland ⋮ Stochastic Maximum Principle for Subdiffusions and Its Applications ⋮ Controlled stochastic partial differential equations for rabbits on a grassland ⋮ A stochastic optimal control problem governed by SPDEs via a spatial-temporal interaction operator ⋮ Jiongmin Yong's mathematical works in recent thirty years ⋮ A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information

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