کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
4617345 | 1339377 | 2012 | 19 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آنالیز ریاضی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations](/preview/png/4617345.png)
چکیده انگلیسی
We study the boundary control problems for stochastic parabolic equations with Neumann boundary conditions. Imposing super-parabolic conditions, we establish the existence and uniqueness of the solution of state and adjoint equations with non-homogeneous boundary conditions by the Galerkin approximations method. We also find that, in this case, the adjoint equation (BSPDE) has two boundary conditions (one is non-homogeneous, the other is homogeneous). By these results we derive necessary optimality conditions for the control systems under convex state constraints by the convex perturbation method.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 395, Issue 2, 15 November 2012, Pages 654-672
Journal: Journal of Mathematical Analysis and Applications - Volume 395, Issue 2, 15 November 2012, Pages 654-672
نویسندگان
Huaiqiang Yu, Bin Liu,