On the existence of optimal controls for SPDEs with boundary-noise and boundary-control
Optimization and Control
2016-11-28 v1 Probability
Abstract
We consider a stochastic optimal control problem for an heat equation with boundary noise and boundary controls. Under suitable assumptions on the coefficients, we prove existence of optimal controls in strong sense by solving the stochastic hamiltonian system related.
Keywords
Cite
@article{arxiv.1110.6534,
title = {On the existence of optimal controls for SPDEs with boundary-noise and boundary-control},
author = {Giuseppina Guatteri and Federica Masiero},
journal= {arXiv preprint arXiv:1110.6534},
year = {2016}
}