Optimal control of stochastic differential equations with dynamical boundary conditions
Optimal control of stochastic differential equations with dynamical boundary conditions
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DOI：
10.1016/j.jmaa.2008.03.013
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发表时间：
2007-04
影响因子：
1.3
通讯作者：
S. Bonaccorsi;Fulvia Confortola;E. Mastrogiacomo
中科院分区：
文献类型：
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作者：
S. Bonaccorsi;Fulvia Confortola;E. Mastrogiacomo
在本文中，我们研究了一类具有非标准边界动态和控制的随机柯西演化问题的最优控制问题。该模型由无限维动力系统与有限维动力学耦合组成，描述了系统内部的边界条件。换句话说，我们关注非标准边界条件，因为边界处的值由不同的随机微分方程控制。
In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problems with nonstandard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a finite dimensional dynamics, which describes the boundary conditions of the internal system. In other terms, we are concerned with nonstandard boundary conditions, as the value at the boundary is governed by a different stochastic differential equation.