ℝà-Optimal control of random parabolic differential equations by an elliptic approximation

ℝà-Optimal control of random parabolic differential equations by an elliptic approximation

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Article ID: iaor1992636
Country: Germany
Volume: 22
Start Page Number: 621
End Page Number: 634
Publication Date: Aug 1991
Journal: Optimization
Authors:
Abstract:

The paper considers an optimal control problem for an abstract Ito equation on a Gelfand triple of Hilbert spaces. This control problem is approximated by means of a family of optimal control problems for elliptic systems.

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