Optimal relaxed control of dissipative stochastic partial differential equations in Banach spaces
We study an optimal relaxed control problem for a class of semilinear stochastic PDEs on Banach spaces perturbed by multiplicative noise and driven by a cylindrical Wiener process. The state equation is controlled through the nonlinear part of the drift coefficient which satisfies a dissipative-type...
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2013
- Institución:
- Universidad del Rosario
- Repositorio:
- Repositorio EdocUR - U. Rosario
- Idioma:
- eng
- OAI Identifier:
- oai:repository.urosario.edu.co:10336/23298
- Acceso en línea:
- https://doi.org/10.1137/100788574
https://repository.urosario.edu.co/handle/10336/23298
- Palabra clave:
- Control set
Multiplicative cylindrical noise
Relaxed control
Stochastic PDE
Young measure
Convolution
Equations of state
Factorization
Nonlinear equations
Optimization
Stochastic systems
Banach spaces
Multiplicative cylindrical noise
Relaxed control
Stochastic convolution
Stochastic PDE
Suslin control set
UMD type-2 Banach spaces
Young measures
- Rights
- License
- Abierto (Texto Completo)