Optimal Control Approach to Nonlinear Diffusion Equations Driven by Wiener Noise |
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Authors: | Viorel Barbu |
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Institution: | 1.Octav Mayer Institute of Mathematics of Romanian Academy,Iasi,Romania |
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Abstract: | The stochastic nonlinear infinite-dimensional equations of gradient type and with additive Wiener noise can be reduced to
an optimal convex control problem via Brezis–Ekeland duality device. This approach is illustrated here on a few classes of
nonlinear stochastic parabolic equations which are relevant as diffusion models under stochastic Gaussian perturbations, and
image restoring technique. |
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Keywords: | |
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