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تسجيل مستخدم جديدStochastic Maximum Principle for a PDEs with noise and control on the boundary
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نشر من قبل
Giuseppina Guatteri
تاريخ النشر
2011
مجال البحث
الهندسة المعلوماتية
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English
تأليف
Giuseppina Guatteri
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In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a stochastic control problem for an evolution system in an Hilbert space. The regularity of the solution of the adjoint equation, that is a backward stochastic equation in infinite dimension, plays a crucial role in the formulation of the maximum principle.
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