Existence of optimal controls for SPDE with locally monotone coefficientes

Citation:

Coayla-Teran EA, de Magalhães PMD, Ferreira J. Existence of optimal controls for SPDE with locally monotone coefficientes. arxiv.org [Internet]. 2017;(arXiv:1704.04077).

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 different external forces which are feedback controls. We apply our result to various types of SPDEs such as the stochastic 2-D Navier-Stokes equation, the stochastic nonlocal equation, stochastic linear equations and stochastic semilinear equations.

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