Title
Existence of optimal controls for SPDE with locally monotone coefficients
Date Issued
02 June 2020
Access level
open access
Resource Type
journal article
Author(s)
Universidade Federal da Bahia
Publisher(s)
Taylor and Francis Ltd.
Abstract
The aim of this paper is to investigate the existence of optimal controls for systems described by stochastic partial differential equations (SPDEs) with locally monotone coefficients controlled by external forces which are feedback controls. To attain our objective we adapt the argument of Lisei (2002) where the existence of optimal controls to the stochastic Navier–Stokes equation was studied. The results obtained in the present paper may be applied to demonstrate the existence of optimal controls to various types of controlled SPDEs such as: a stochastic nonlocal equation and stochastic semilinear equations which are locally monotone equations; we also apply the result to a monotone equation such as the stochastic reaction–diffusion equation and to a stochastic linear equation.
Start page
1362
End page
1370
Volume
93
Issue
6
Language
English
OCDE Knowledge area
Matemáticas aplicadas
Matemáticas puras
Subjects
Publication version
Version of Record
Scopus EID
2-s2.0-85052287608
Source
International Journal of Control
ISSN of the container
0020-7179
Sponsor(s)
This work was partially supported by Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) [grant number 480356/2010-6]. The authors wishes to express his gratitude to the anonymous referees for the several helpful comments, which in fact improve the aspect of the present work.
Sources of information:
Directorio de Producción Científica
Scopus