In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problem with non standard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a finite dimensional dynamics, which describes the boundary conditions of the internal system. In other terms, we are concerned with non standard boundary conditions, as the value at the boundary is governed by a different stochastic differential equation.

Optimal control of stochastic differential equations with dynamical boundary conditions / Bonaccorsi, Stefano; Confortola, Fulvia; Mastrogiacomo, Elisa. - ELETTRONICO. - (2007), pp. 1-18.

Optimal control of stochastic differential equations with dynamical boundary conditions

Bonaccorsi, Stefano;Confortola, Fulvia;Mastrogiacomo, Elisa
2007-01-01

Abstract

In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problem with non standard boundary dynamic and control. The model is composed by an infinite dimensional dynamical system coupled with a finite dimensional dynamics, which describes the boundary conditions of the internal system. In other terms, we are concerned with non standard boundary conditions, as the value at the boundary is governed by a different stochastic differential equation.
2007
Trento
Università di Trento. Dipartimento di Matematica
Optimal control of stochastic differential equations with dynamical boundary conditions / Bonaccorsi, Stefano; Confortola, Fulvia; Mastrogiacomo, Elisa. - ELETTRONICO. - (2007), pp. 1-18.
Bonaccorsi, Stefano; Confortola, Fulvia; Mastrogiacomo, Elisa
File in questo prodotto:
File Dimensione Formato  
UTM709.pdf

accesso aperto

Tipologia: Versione editoriale (Publisher’s layout)
Licenza: Tutti i diritti riservati (All rights reserved)
Dimensione 202.6 kB
Formato Adobe PDF
202.6 kB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11572/359454
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
  • OpenAlex ND
social impact