ε-optimal control of random parabolic differential equations by an elliptic approximation

DOI10.1080/02331939108843704zbMath0735.93078OpenAlexW2048865347MaRDI QIDQ3978530

Wilfried Grecksch

Publication date: 25 June 1992

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331939108843704

zbMATH Keywords

discretizationcoercivityHilbert spacecontrolled stochastic differential equation

Mathematics Subject Classification ID

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

Related Items (2)

A Characterization of Approximate Solutions of Multiobjective Stochastic Optimal Control Problems ⋮ Viable solutions of set-valued stochastic equation

Cites Work

• Optimal control for semilinear evolution equations
• Stochastic maximum principle for distributed parameter systems
• ε-optimale Steuerung einer linearen parabolischen Ito-Gleichung
• Stochastic Control on Hilbert Space for Linear Evolution Equations with Random Operator-Valued Coefficients

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