Infinite Horizon Stochastic Optimal Control Problems with Degenerate Noise and Elliptic Equations in Hilbert Spaces
Infinite Horizon Stochastic Optimal Control Problems with Degenerate Noise and Elliptic Equations in Hilbert Spaces
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DOI：
10.1007/s00245-006-0864-3
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发表时间：
2007-02
影响因子：
1.8
通讯作者：
F. Masiero
中科院分区：
文献类型：
--
作者：
F. Masiero
在无限维Hilbert空间中，半线性椭圆型偏微分方程在温和意义下得到了解。这些结果被应用到一个无限时域的随机最优控制问题。应用控制随机热和波动方程。
Semilinear elliptic partial differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. These results are applied to a stochastic optimal control problem with infinite horizon. Applications to controlled stochastic heat and wave equations are given.