نتایج جستجو برای: pontryagins maximum principle

تعداد نتایج: 436921  

Journal: :Siam Journal on Control and Optimization 2021

We extend Peng's maximum principle for semilinear stochastic partial differential equations (SPDEs) in one space-dimension with non-convex control domains and control-dependent diffusion coefficients to the case of general cost functionals Nemytskii-type coefficients. Our analysis is based on a new approach characterization second order adjoint state as solution function-valued backward SPDE.

Journal: :Bulletin of the Australian Mathematical Society 1985

Journal: :Physica A: Statistical Mechanics and its Applications 2015

Journal: :Proceedings of the Edinburgh Mathematical Society 1984

Journal: :Journal of Computational and Applied Mathematics 2007

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