On the existence of optimal controls for SPDEs with boundary-noise and boundary-control

Details On the existence of optimal controls for SPDEs with boundary-noise and boundary-control On the existence of optimal controls for SPDEs with boundary-noise and boundary-control

2011-10-29

arxiv.org/abs/1110.6534v1

Mathematics

Optimization and Control

Scientific paper

We consider a stochastic optimal control problem for an heat equation with
boundary noise and boundary controls. Under suitable assumptions on the
coefficients, we prove existence of optimal controls in strong sense by solving
the stochastic hamiltonian system related.

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