Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations
DOI10.1016/j.jmaa.2012.05.071zbMath1245.93146OpenAlexW2013275839MaRDI QIDQ448266
Publication date: 30 August 2012
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2012.05.071
boundary controlstochastic partial differential equationsnecessary conditionsBSPDE with non-homogeneous double boundary conditionsconvex state constraints
Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimality conditions for problems involving randomness (49K45) Parabolic equations and parabolic systems (35K99)
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Cites Work
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