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期刊论文

Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations

刘斌Huaiqiang Yu and Bin Liu

J. Math. Anal. Appl. 395 (2012) 654–672,-0001,():

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摘要/描述

We study the boundary control problems for stochastic parabolic equations with Neumann boundary conditions. Imposing super-parabolic conditions, we establish the existence and uniqueness of the solution of state and adjoint equations with non-homogeneous boundary conditions by the Galerkin approximations method. We also find that, in this case, the adjoint equation (BSPDE) has two boundary conditions (one is non-homogeneous, the other is homogeneous). By these results we derive necessary optimality conditions for the control systems under convex state constraints by the convex perturbation method.

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