Control Problem for Diffusion-Type Random Fields

Pavel S. Knopov and Olena N. Deriyeva
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Pavel S. Knopov: V.M. Glushkov Institute of Cybernetics National Academy of Sciences of Ukraine
Olena N. Deriyeva: V.M. Glushkov Institute of Cybernetics National Academy of Sciences of Ukraine

Chapter Chapter 4 in Estimation and Control Problems for Stochastic Partial Differential Equations, 2013, pp 135-153 from Springer

Abstract: Abstract In this chapter we derive the conditions which guarantee the existence of optimal or ε-optimal controls for stochastic systems described by stochastic parabolic differential equation. For random processes similar problems were investigated in [26]. Control problem for some types of processes and fields was discussed also in [18]. Our references for this chapter are [13, 15, 46].

Keywords: Control Problem; Parabolic Stochastic Differential Equations; Stochastic Systems; Drift Function; Wiener Field (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-1-4614-8286-4_4

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DOI: 10.1007/978-1-4614-8286-4_4

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