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A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes
Peter Benner, Christoph Trautwein
Max Planck Institute for Dynamics of Complex Technical Systems
来源Journal of Mathematical Analysis and Applications
年份2017
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学术脉络
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工程Stability and Controllability of Differential Equations
Stochastic processes and financial applications · Differential Equations and Boundary Problems
参考文献 41
Convex Functional Analysis
被引 138Andrew J. Kurdila, Michael Zabarankin · Birkhäuser-Verlag eBooks · 2005
Stochastic Differential Equations, Backward SDEs, Partial Differential Equations
被引 282Étienne Pardoux, Aurel Răşcanu · Stochastic modelling and applied probability · 2014
Effective Dynamics of Stochastic Partial Differential Equations
被引 87Elsevier eBooks · 2014
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引用本文 6
A linear implicit Euler method for the finite element discretization of a controlled stochastic heat equation
被引 9Peter Benner, Tony Stillfjord, Christoph Trautwein · IMA Journal of Numerical Analysis · 2021
Distributed control of nonlinear conductivity heat transfer equation in a thick functionally graded plate
被引 7shojaat shafie, Behrooz Rahmani, Amin Moosaie · International Communications in Heat and Mass Transfer · 2021
Random geometries for optimal control PDE problems based on fictitious domain FEMs and cut elements
被引 4Aikaterini Aretaki, Efthymios N. Karatzas · Journal of Computational and Applied Mathematics · 2022
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