Maximum principle for optimal control of SPDEs with locally monotone coefficients

DOI10.1080/00207179.2021.1914859zbMath1500.93143OpenAlexW3155726527MaRDI QIDQ5043504

Edson A. Coayla-Teran

Publication date: 6 October 2022

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2021.1914859

zbMATH Keywords

stochastic optimal controlstochastic partial differential equationnecessary conditions for optimality

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces
• SPDE in Hilbert space with locally monotone coefficients
• Stochastic 2-D Navier-Stokes equation
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• Backward stochastic differential equations and applications to optimal control
• Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift
• Théorie probabiliste du contrôle des diffusions
• Optimal Control of Stochastic Partial Differential Equations
• Existence of optimal controls for SPDE with locally monotone coefficients
• Stochastic maximum principle for optimal control of SPDEs

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