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The variational principle for optimal control of diffusions with partial information

โœ Scribed by Robert J. Elliott; Michael Kohlmann


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
311 KB
Volume
12
Category
Article
ISSN
0167-6911

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Optimal Control of the Obstacle for a Pa
โœ David R. Adams; Suzanne Lenhart ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 112 KB

An optimal control problem for a parabolic obstacle variational inequality is considered. The obstacle in L 2 0 T H 2 โˆฉ H 1 0 with ฯˆ t โˆˆ L 2 Q is taken as the control, and the solution to the obstacle problem is taken as the state. The goal is to find the optimal control so that the state is close t