OPTIMAL CONTROL FOR STOCHASTIC HEAT EQUATION WITH MEMORY

被引：8

作者：

Confortola, Fulvia ^{[1
]}

Mastrogiacomo, Elisa ^{[2
]}

机构：

[1] Politecn Milan, Dipartimento Matemat, I-20133 Milan, Italy

[2] Univ Milano Bicocca, Dipartimento Stat & Metodi Quantitat, I-20126 Milan, Italy

来源：

EVOLUTION EQUATIONS AND CONTROL THEORY | 2014年 / 3卷 / 01期

关键词：

Equations with memory; dynamical systems; semigroup theory; forward-backward systems; stochastic optimal control; VOLTERRA-EQUATIONS; ASYMPTOTIC-BEHAVIOR; MONOTONE KERNELS; CONDUCTION; SPACES;

D O I：

10.3934/eect.2014.3.35

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we investigate the existence and uniqueness of solutions for a class of evolutionary integral equations perturbed by a noise arising in the theory of heat conduction. As a motivation of our results, we study an optimal control problem when the control enters the system together with the noise.

引用

页码：35 / 58

页数：24

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