We consider a stochastic optimal control problem for an heat equation with boundary noise and boundary control. Under suitable assumptions on the coefficients, we prove existence of optimal controls in strong sense by solving the stochastic hamiltonian system related
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of ...
AbstractWe study the boundary control problems for stochastic parabolic equations with Neumann bound...
We consider a stochastic optimal control problem for an heat equation with boundary noise and bound...
We are concerned with the optimal control of a nonlinear stochastic heat equation on a bounded real ...
International audienceWe are concerned with the optimal control of a nonlinear stochastic heat equat...
We are concerned with the optimal control of a nonlinear stochastic heat equation on a bounded real ...
In this thesis, we give a mathematical background of solving a linear quadratic control problem for ...
In this paper we prove necessary conditions for optimality of a stochastic control problem for a cla...
We prove a sufficient maximum principle for the optimal control of systems described by a quasilinea...
In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution ...
AbstractIn this paper we investigate the optimal control problem for a class of stochastic Cauchy ev...
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of ...
AbstractWe study the boundary control problems for stochastic parabolic equations with Neumann bound...
We consider a stochastic optimal control problem for an heat equation with boundary noise and bound...
We are concerned with the optimal control of a nonlinear stochastic heat equation on a bounded real ...
International audienceWe are concerned with the optimal control of a nonlinear stochastic heat equat...
We are concerned with the optimal control of a nonlinear stochastic heat equation on a bounded real ...
In this thesis, we give a mathematical background of solving a linear quadratic control problem for ...
In this paper we prove necessary conditions for optimality of a stochastic control problem for a cla...
We prove a sufficient maximum principle for the optimal control of systems described by a quasilinea...
In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution ...
AbstractIn this paper we investigate the optimal control problem for a class of stochastic Cauchy ev...
This paper deal with the existence and uniqueness solutions of an optimal control problem using sto...
We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of ...
AbstractWe study the boundary control problems for stochastic parabolic equations with Neumann bound...
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