Optimal Controls for Stochastic Partial Differential Equations

DOI10.1137/0328010zbMath0695.93115OpenAlexW2116770634MaRDI QIDQ3472030

Noriaki Nagase, Makiko Nisio

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1137/0328010

zbMATH Keywords

weak convergencecompactificationrelaxed controlconvexity conditionpartial observationBellman principlecontrolled linear stochastic partial differential equationsstochastic control of diffusions

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (12)

A revisit to \(W^n_2\)-theory of super-parabolic backward stochastic partial differential equations in \(\mathbb R^d\) ⋮ Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations ⋮ Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains ⋮ On stochastic optimal control in ferromagnetism ⋮ Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise ⋮ Optimal Controls for the Stochastic Compressible Navier--Stokes Equations ⋮ Stability of stochastic 2-D systems ⋮ A class of semilinear stochastic partial differential equations and their controls: Existence results ⋮ Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation ⋮ Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise ⋮ Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps ⋮ On the existence of stochastic optimal control of distributed state system

This page was built for publication: Optimal Controls for Stochastic Partial Differential Equations