Stochastic maximum principle for SPDEs with noise and control on the boundary
暂无分享,去创建一个
[1] J. Zabczyk,et al. Stochastic Equations in Infinite Dimensions , 2008 .
[2] G. FABBRI,et al. An LQ Problem for the Heat Equation on the Halfline with Dirichlet Boundary Control and Noise , 2008, SIAM J. Control. Optim..
[3] Gianmario Tessitore,et al. On the Backward Stochastic Riccati Equation in Infinite Dimensions , 2005, SIAM J. Control. Optim..
[4] A. Lunardi. Analytic Semigroups and Optimal Regularity in Parabolic Problems , 2003 .
[5] G. Tessitore,et al. Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control , 2002 .
[6] G. Tessitore,et al. The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces , 2002 .
[7] X. Zhou,et al. Stochastic Controls: Hamiltonian Systems and HJB Equations , 1999 .
[8] J. Zabczyk,et al. Ergodicity for Infinite Dimensional Systems: Invariant measures for stochastic evolution equations , 1996 .
[9] J. Zabczyk,et al. Evolution equations with white-noise boundary conditions , 1993 .
[10] Amnon Pazy,et al. Semigroups of Linear Operators and Applications to Partial Differential Equations , 1992, Applied Mathematical Sciences.
[11] Ying Hu,et al. Maximum principle for semilinear stochastic evolution control systems , 1990 .
[12] Alain Bensoussan,et al. Stochastic maximum principle for distributed parameter systems , 1983 .
[13] Marco Fuhrman,et al. Optimal control of a stochastic heat equation with boundary-noise and boundary-control , 2007 .
[14] Nicolai V. Krylov,et al. The Heat Equation in Lq((0, T), Lp)-Spaces with Weights , 2001, SIAM J. Math. Anal..
[15] Ying Hu,et al. Maximum principle for optimal control of stochastic system of functional type , 1996 .
[16] Ying Hu,et al. Adapted solution of a backward semilinear stochastic evolution equation , 1991 .
[17] Jerzy Zabczyk,et al. Regularity of solutions of linear stochastic equations in hilbert spaces , 1988 .