On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control
Authors:
- Giuseppina GuatteriGGGiuseppina Guatteri
- Federica MasieroFMFederica Masiero
- 1 January 2013
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 51 (3) , 1909-1939
Abstract
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.Keywords
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