In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problems with nonstandard 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 nonstandard 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
2008

Abstract

In this paper we investigate the optimal control problem for a class of stochastic Cauchy evolution problems with nonstandard 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 nonstandard boundary conditions, as the value at the boundary is governed by a different stochastic differential equation.
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Bonaccorsi, Stefano; Confortola, Fulvia; Mastrogiacomo, Elisa
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11572/69155
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