首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Stochastic initial boundary value problems subject to distributed and boundary noise and their optimal control
Authors:NU Ahmed
Institution:University of Ottawa, Canada
Abstract:In this paper we consider a class of stochastic evolution equations arising from initial boundary value problems with both boundary and distributed noise. We prove existence and regularity of mild solutions. Then we consider a controlled version of the model and prove the existence of optimal controls and develop the necessary conditions of optimality for partially observed problems using relaxed controls.
Keywords:Partial differential equations  Initial boundary value problems  Hilbert spaces  Relaxed controls  Existence of optimal controls  Necessary conditions of optimality
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号