Article ID Journal Published Year Pages File Type
4615580 Journal of Mathematical Analysis and Applications 2015 23 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
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