Optimal control approach to nonlinear diffusion equations driven by Wiener noise

DOI10.1007/s10957-011-9946-8zbMath1237.93177OpenAlexW1972012745MaRDI QIDQ415419

Viorel Barbu

Publication date: 8 May 2012

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-011-9946-8

zbMATH Keywords

optimal controlstochastic differential equationWiener processconvex function

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Parabolic equations and parabolic systems (35K99)

Related Items (13)

Distributed containment tracking of multiple stochastic nonlinear systems ⋮ Stochastic nonlinear parabolic equations with Stratonovich gradient noise ⋮ Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic ⋮ A self-dual variational approach to stochastic partial differential equations ⋮ A variational approach to nonlinear stochastic differential equations with linear multiplicative noise ⋮ Stability of solutions to stochastic partial differential equations ⋮ A duality approach to nonlinear diffusion equations ⋮ An operatorial approach to stochastic partial differential equations driven by linear multiplicative noise ⋮ Variational solutions to nonlinear diffusion equations with singular diffusivity ⋮ Existence for nonlinear finite dimensional stochastic differential equations of subgradient type ⋮ Stochastic PDEs via convex minimization ⋮ Variational solutions to nonlinear stochastic differential equations in Hilbert spaces ⋮ A variational approach to Neumann stochastic semi-linear equations modeling the thermostatic control

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