On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control
On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control
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DOI：
10.1137/110855855
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发表时间：
2011-10
期刊：
影响因子：
--
通讯作者：
G. Guatteri;F. Masiero
中科院分区：
文献类型：
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作者：
G. Guatteri;F. Masiero
研究一类具有边界噪声和边界控制的热方程的随机最优控制问题。在适当的系数假设下，通过求解相关的随机哈密顿系统，证明了最优控制在强意义上的存在性。
We consider a stochastic optimal control problem for a heat equation with boundary noise and boundary control. Under suitable assumptions on the coefficients, we prove existence of optimal controls in a strong sense by solving the related stochastic Hamiltonian system.