On the existence of optimal control for controlled stochastic partial differential equations

DOI10.1017/S0027763000001549zbMath0699.93096OpenAlexW1507895147MaRDI QIDQ3478354

Noriaki Nagase

Publication date: 1989

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000001549

zbMATH Keywords

partial observationobservation noiseCauchy problem for a stochastic PDE

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (5)

Nonlinear semigroup arising in the control of diffusions with partial observation ⋮ Optimal control for uncertain random continuous-time systems ⋮ Existence of optimal controls for SPDE with locally monotone coefficients ⋮ Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces ⋮ On the existence of stochastic optimal control of distributed state system

Cites Work

• Maximum principle and dynamic programming approaches of the optimal control of partially observed diffusions
• Smoothness of solutions of stochastic evolution equations and the existence of a filtering transition density
• Optimal Control for Partially Observed Diffusions
• ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• ON CONDITIONAL DISTRIBUTIONS OF DIFFUSION PROCESSES

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