Abstract
In this chapter we derive the conditions which guarantee the existence of optimal or ε-optimal controls for stochastic systems described by stochastic parabolic differential equation. For random processes similar problems were investigated in [26]. Control problem for some types of processes and fields was discussed also in [18]. Our references for this chapter are [13, 15, 46].
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References
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Knopov, P.S., Deriyeva, O.N. (2013). Control Problem for Diffusion-Type Random Fields. In: Estimation and Control Problems for Stochastic Partial Differential Equations. Springer Optimization and Its Applications, vol 83. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-8286-4_4
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DOI: https://doi.org/10.1007/978-1-4614-8286-4_4
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