2 papers
math.OC2019
Necessary Conditions for Optimal Control of SPDE with locally monotone coefficients
Edson Alberto Coayla-Teran
The aim of this paper is to derive a maximum principle for a control problem governed by a stochastic partial differential equation (SPDE) with locally monotone coefficients. In pa…
math.OC2017
Existence of optimal controls for SPDE with locally monotone coefficients
Edson A. Coayla-Teran, Paulo M. Dias de Magalhães, Jorge Ferreira
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 coefficie…