On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control

DOI10.1137/110855855zbMath1271.93173arXiv1110.6534OpenAlexW2072421274MaRDI QIDQ2848570

Federica Masiero, Giuseppina Guatteri

Publication date: 26 September 2013

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

Full work available at URL: https://arxiv.org/abs/1110.6534

zbMATH Keywords

maximum principleheat equationstochastic controlstochastic evolution equationboundary noiseforward-backward stochastic differential systemrelated stochastic Hamiltonian system

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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