Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations
Overview & Synopsis
We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin principle can be recovered in the case that the diffusion doesn't depend on the control. We give several applications, most notably for stochastic porous media equations in the Lipschitz case.
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Document Information
| Document Title | Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations |
|---|---|
| Author / Organization | Ioana Ciotir, Nicolas Forcadel, Piero Visconti, Hasnaa Zidani |
| Subject & Discipline | Multidisciplinary Academic Open Research |
| Categories | Science & Mathematics |
| Publication Year | 2025 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
HAL Open Science
(hal.science)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-187965 |
| Original Source Link | Visit Source Page on hal.science » |