| Article ID: | iaor20122825 |
| Volume: | 153 |
| Issue: | 1 |
| Start Page Number: | 1 |
| End Page Number: | 26 |
| Publication Date: | Apr 2012 |
| Journal: | Journal of Optimization Theory and Applications |
| Authors: | Barbu Viorel |
| Keywords: | control, programming: convex, stochastic processes |
The stochastic nonlinear infinite‐dimensional equations of gradient type and with additive Wiener noise can be reduced to an optimal convex control problem via Brezis–Ekeland duality device. This approach is illustrated here on a few classes of nonlinear stochastic parabolic equations which are relevant as diffusion models under stochastic Gaussian perturbations, and image restoring technique.