Ergodic Boundary/Point Control of Stochastic Semilinear Systems
β Scribed by Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B.
- Book ID
- 118208013
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1998
- Tongue
- English
- Weight
- 264 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0363-0129
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π SIMILAR VOLUMES
In this paper we consider optimal control of stochastic semilinear equations with Lipschitz continuous drift and cylindrical noise. We show existence and uniqueness Ε½ . up to an additive constant of solutions to the stationary HamiltonαJacobi equation associated with the cost functional given by the
We study the weak approximate and complete controllability properties of semilinear stochastic systems assuming controllability of the associated linear systems. The results are obtained by using the Banach fixed point theorem. Applications to stochastic heat equation are given.