Abstract
The paper deals with the question of boundary controls for a class of linear abstract stochastic initial boundary value problems. The objective is to control the mean state trajectory and the corresponding covariance operator in the presence of both boundary and distributed noiscs. Both existence of optimal relaxed controls and necessary conditions of optimality are presented. The question of practical realization of relaxed controls is briefly discussed as closing remarks.
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Dedicated to Professor L. Cesari
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© 1991 International Federation for Information Processing
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Ahmed, N.U. (1991). Relaxed controls for stochastic boundary value problems in infinite dimension. In: Hoffmann, KH., Krabs, W. (eds) Optimal Control of Partial Differential Equations. Lecture Notes in Control and Information Sciences, vol 149. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0043210
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DOI: https://doi.org/10.1007/BFb0043210
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-53591-1
Online ISBN: 978-3-540-46883-7
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