Article ID Journal Published Year Pages File Type
8899510 Journal of Mathematical Analysis and Applications 2018 20 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
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