کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
8899510 1631546 2018 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions
چکیده انگلیسی
We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise. We allow the control to act on the boundary and set boundary conditions which result in a stochastic differential equation for the trace of the solution on the boundary. This work provides necessary and sufficient conditions of optimality in the form of a maximum principle. We also provide a result of existence for the optimal control in the case where the control acts linearly.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 465, Issue 1, 1 September 2018, Pages 359-378
نویسندگان
, ,