We consider a stochsastic optimal control probles for an heat equation with boundary noise and boundary controls. Under suitable assumptions on the coe cients, we prove existence of optimal controls in strong sense by solving the stochastic hamiltonian system related.
Guatteri, G., Masiero, F. (2011). On the existence of optimal controls for SPDEs with boundary-noise and boundary-control [Altro].
On the existence of optimal controls for SPDEs with boundary-noise and boundary-control
MASIERO, FEDERICA
2011
Abstract
We consider a stochsastic optimal control probles for an heat equation with boundary noise and boundary controls. Under suitable assumptions on the coe cients, we prove existence of optimal controls in strong sense by solving the stochastic hamiltonian system related.
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