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2016/88/1-2 (4) — DOI: 10.5486/PMD.2016.7207 — pp. 35-58

Optimal control for a general class of stochastic initial boundary value problems subject to distributed and boundary noise

Authors: N. U. Ahmed

Abstract:

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Keywords: stochastic partial differential equations, initial boundary value problems, Hilbert spaces, relaxed controls, existence of optimal controls

Mathematics Subject Classification: 49J27, 60H15, 93E20, 49J55, 60H15