Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8899510 | Journal of Mathematical Analysis and Applications | 2018 | 20 Pages |
Abstract
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.
Keywords
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Physical Sciences and Engineering
Mathematics
Analysis
Authors
Stefano Bonaccorsi, Adrian ZÄlinescu,