Optimal Control Governed by Stochastic Elliptic Equations with Regular States

Affognon, Steeven Belvinos; Ngare, Philip; Degla, Guy

Optimal Control Governed by Stochastic Elliptic Equations with Regular States

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Optimal control Governed by stochastic Elliptic Equations with Regular States.pdf (210.82 KB)

Date

2019-08-17

Authors

Affognon, Steeven Belvinos

Ngare, Philip

Degla, Guy

Publisher

Hikari Ltd

Abstract

This study deals with an optimal control problem subject to a stochastic elliptic equation with Dirichlet boundary condition and in which the state process is regular on a stochastic Hilbert space. We prove the existence and uniqueness of the optimal control and provide furthermore necessary and sufficient optimality conditions. The optimal solution is obtained in the case where there is no constraint. Our method is based on variational theory of elliptic boundary problems in Hilbert spaces

Description

Optimal control problems are currently among major research topics in applied mathematics, science engineering [1,2] and some related branches.

Keywords

Optimal control, Stochastic elliptic equations, Stochastic Hilbert space, Stochastic fractional Sobolev space, Variational formulation

Citation

Affognon,S.B., Ngare, P., Degla, G. (2019). Optimal Control Governed by Stochastic Elliptic Equations with Regular States. pg. 733-741. https://doi.org/10.12988/ams.2019.9690

URI

http://hdl.handle.net/123456789/1424

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