Observability Inequality of Backward Stochastic Heat Equations for Measurable Sets and Its Applications

DOI10.1137/15M1033289zbMath1381.93105arXiv1604.03672MaRDI QIDQ2807329

Jie Zhong, Dong-Hui Yang

Publication date: 20 May 2016

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

Full work available at URL: https://arxiv.org/abs/1604.03672

zbMATH Keywords

optimal controlobservability inequalityNash equilibriumstochastic heat equationoptimal actuator location

Mathematics Subject Classification ID

Controllability (93B05) Applications of game theory (91A80) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving randomness (49K45)

Related Items (7)

Some optimal control problems of heat equations with weighted controls ⋮ Hardy’s uncertainty principle and unique continuation property for stochastic heat equations ⋮ Observability inequality from measurable sets and the shape design problem for stochastic parabolic equations ⋮ On a kind of time optimal control problem of the heat equation ⋮ Time-varying bang-bang property of time optimal controls for heat equation and its application ⋮ Optimal actuator location of the minimum norm controls for stochastic heat equations ⋮ A concise introduction to control theory for stochastic partial differential equations

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