Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations
Optimization and Control
2025-12-24 v1 Analysis of PDEs
Probability
Abstract
We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin principle can be recovered in the case that the diffusion doesn't depend on the control. We give several applications, most notably for stochastic porous media equations in the Lipschitz case.
Cite
@article{arxiv.2512.20505,
title = {Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations},
author = {Ioana Ciotir and Nicolas Forcadel and Piero Visconti and Hasnaa Zidani},
journal= {arXiv preprint arXiv:2512.20505},
year = {2025}
}