On the existence and uniqueness of the solution of a parabolic optimal control problem with uncertain inputs
Optimization and Control
2018-10-04 v2
Abstract
In this note, we consider the existence and uniqueness of the solution of a time-dependent optimal control problem constrained by a partial differential equation with uncertain inputs. Relying on the Lions' Lemma for deterministic problems, we furthermore characterize the optimal control of the stochastic problem.
Keywords
Cite
@article{arxiv.1809.10645,
title = {On the existence and uniqueness of the solution of a parabolic optimal control problem with uncertain inputs},
author = {Peter Benner and Akwum Onwunta and Martin Stoll},
journal= {arXiv preprint arXiv:1809.10645},
year = {2018}
}