Optimal relaxed control of dissipative stochastic partial differential equations in Banach spaces Academic Article

journal

  • SIAM Journal on Control and Optimization

abstract

  • We study an optimal relaxed control problem for a class of semilinear stochastic PDEs on Banach spaces perturbed by multiplicative noise and driven by a cylindrical Wiener process. The state equation is controlled through the nonlinear part of the drift coefficient which satisfies a dissipative-type condition with respect to the state variable. The main tools of our study are the factorization method for stochastic convolutions in UMD type-2 Banach spaces and certain compactness properties of the factorization operator and of the class of Young measures on Suslin metrizable control sets.

publication date

  • 2013-1-1

edition

  • 51

keywords

  • Banach space
  • Banach spaces
  • Class
  • Coefficient
  • Compactness
  • Control Problem
  • Control Sets
  • Convolution
  • Factorization
  • Factorization Method
  • Mathematical operators
  • Metrizable
  • Multiplicative Noise
  • Operator
  • Optimal Control
  • Partial differential equations
  • Relaxed Controls
  • Semilinear
  • State Equation
  • Stochastic PDEs
  • Stochastic Partial Differential Equations
  • Wiener Process
  • Young Measures

International Standard Serial Number (ISSN)

  • 0363-0129

number of pages

  • 40

start page

  • 2664

end page

  • 2703