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arXiv · 1110.6534

On the existence of optimal controls for SPDEs with boundary-noise and boundary-control

Giuseppina Guatteri·Federica Masiero
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Abstract

We consider a stochastic optimal control problem for an heat equation with boundary noise and boundary controls. Under suitable assumptions on the coefficients, we prove existence of optimal controls in strong sense by solving the stochastic hamiltonian system related.

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Giuseppina Guatteri, Federica Masiero. 2011-10-29. On the existence of optimal controls for SPDEs with boundary-noise and boundary-control. https://arxiv.org/abs/1110.6534

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