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
Abstract:
Available by download
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
