Existence of optimal controls for SPDE with locally monotone coefficients

DOI10.1080/00207179.2018.1508849zbMath1443.93138arXiv1704.04077OpenAlexW2963231429WikidataQ129477148 ScholiaQ129477148MaRDI QIDQ5113300

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Publication date: 4 June 2020

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

Full work available at URL: https://arxiv.org/abs/1704.04077

zbMATH Keywords

stochastic optimal controlstochastic partial differential equationcontrol problemsstochastic systems

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Navier-Stokes equations (35Q30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Maximum principle for optimal control of SPDEs with locally monotone coefficients ⋮ Small time asymptotics for SPDEs with locally monotone coefficients

Cites Work

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• Stochastic Optimal Control in Infinite Dimension
• On the existence of optimal control for controlled stochastic partial differential equations
• On the Existence of Optimal controls of Hilbert Space-Valued Diffusions
• Some remarks on non local elliptic and parabolic problems
• Stochastic evolution equations
• Stochastic Equations in Infinite Dimensions

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