An optimal control problem governed by a semilinear parabolic stochastic di erential equation with nonlinear di usion coe cient is studied and the existence of a quasi-optimal (nonrelaxed) control is proved without assuming convexity of the coe cients. The control state space is not compact and of i
On the Optimal Control of Distributive Systems
β Scribed by Porter, William A.
- Book ID
- 118205481
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1966
- Weight
- 672 KB
- Volume
- 4
- Category
- Article
- ISSN
- 0036-1402
- DOI
- 10.1137/0304037
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