The aim of our paper is to deal with control problems where the control and noise act on the boundary, a situation that seems interesting from the point of view ...
In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is ...
Stochastic Maximum Principle for Optimal Control of SPDEs · Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary ...
Jul 19, 2008 · Abstract:In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial ...
Missing: SPDEs | Show results with:SPDEs
In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for the optimal control problem of ...
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Feb 1, 2013 · For instance in [6] a maximum principle for a SPDE with noise and control on the boundary but control independent diffusion is addressed ...
Feb 1, 2013 · For instance in [6] a maximum principle for a SPDE with noise and control on the boundary but control independent diffusion is addressed ...
In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is ...
Missing: SPDEs | Show results with:SPDEs
A general maximum principle is proved for optimal controls of abstract semilinear stochastic evolution equations. The control variable and linear unbounded ...
Stochastic maximum principle for SPDEs with noise and control on the boundary · G. Guatteri. Mathematics. Systems & control letters (Print). 2011. 18 Citations.