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Ergodic Boundary/Point Control of Stochastic Semilinear Systems

✍ 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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πŸ“œ SIMILAR VOLUMES


Ergodic Control of Semilinear Stochastic
✍ Beniamin Goldys; Bohdan Maslowski πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 263 KB

In this paper we consider optimal control of stochastic semilinear equations with Lipschitz continuous drift and cylindrical noise. We show existence and uniqueness Ž . up to an additive constant of solutions to the stationary Hamilton᎐Jacobi equation associated with the cost functional given by the

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✍ Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B. πŸ“‚ Article πŸ“… 2000 πŸ› Society for Industrial and Applied Mathematics 🌐 English βš– 236 KB
Controllability of semilinear stochastic
✍ Nazim I. Mahmudov πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 212 KB

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.