Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control

DOI10.1080/00207179.2014.889855zbMath1317.93274OpenAlexW2085524101MaRDI QIDQ5499790

Jianjun Zhou

Publication date: 31 July 2015

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

Full work available at URL: https://doi.org/10.1080/00207179.2014.889855

zbMATH Keywords

optimal controlbackward stochastic differential equationsHamilton-Jacobi-Bellman equationsboundary-controlboundary-noisestochastic delay heat equation

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Methods involving semicontinuity and convergence; relaxation (49J45) Stochastic integral equations (60H20)

Related Items

Stabilization of stochastic parabolic equations with boundary-noise and boundary-control ⋮ Viscosity Solutions to HJB Equations for Boundary-Noise and Boundary-Control Problems

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