scholarly journals Necessary Conditions for Optimality for Stochastic Evolution Equations

2013 ◽  
Vol 2013 ◽  
pp. 1-9
Author(s):  
AbdulRahman Al-Hussein
Keyword(s):  
Control Problem ◽  
Evolution Equations ◽  
Necessary Conditions ◽  
Control Variable ◽  
Evolution System ◽  
Stochastic Evolution ◽  
The Maximum Principle ◽  
Stochastic Optimal Control Problem ◽  
Necessary Conditions For Optimality ◽  
Semigroup Approach

This paper is concerned with providing the maximum principle for a control problem governed by a stochastic evolution system on a separable Hilbert space. In particular, necessary conditions for optimality for this stochastic optimal control problem are derived by using the adjoint backward stochastic evolution equation. Moreover, all coefficients appearing in this system are allowed to depend on the control variable. We achieve our results through the semigroup approach.

scholarly journals ON UNIQUENESS OF MILD SOLUTIONS FOR DISSIPATIVE STOCHASTIC EVOLUTION EQUATIONS

2010 ◽  
Vol 13 (03) ◽  
pp. 363-376 ◽  
Author(s):  
CARLO MARINELLI ◽  
MICHAEL RÖCKNER
Keyword(s):  
Evolution Equations ◽  
Broad Class ◽  
Mild Solutions ◽  
Sufficient Conditions ◽  
Strong Solutions ◽  
Fundamental Issue ◽  
Stochastic Evolution ◽  
Stochastic Evolution Equations ◽  
Monotonicity Assumption ◽  
Semigroup Approach

In the semigroup approach to stochastic evolution equations, the fundamental issue of uniqueness of mild solutions is often "reduced" to the much easier problem of proving uniqueness for strong solutions. This reduction is usually carried out in a formal way, without really justifying why and how one can do that. We provide sufficient conditions for uniqueness of mild solutions to a broad class of semilinear stochastic evolution equations with coefficients satisfying a monotonicity assumption.

scholarly journals A boundary control problem for the pure Cahn–Hilliard equation with dynamic boundary conditions

2015 ◽  
Vol 4 (4) ◽  
pp. 311-325 ◽  
Author(s):  
Pierluigi Colli ◽  
Gianni Gilardi ◽  
Jürgen Sprekels
Keyword(s):  
Boundary Conditions ◽  
Control Problem ◽  
Boundary Control ◽  
Necessary Conditions ◽  
Dynamic Boundary Conditions ◽  
First Order ◽  
Boundary Control Problem ◽  
Dynamic Boundary ◽  
Necessary Conditions For Optimality ◽  
Cahn Hilliard Equation

AbstractA boundary control problem for the pure Cahn–Hilliard equations with possibly singular potentials and dynamic boundary conditions is studied and first-order necessary conditions for optimality are proved.

Optimal feedback control of stochastic McShane differential systems

1974 ◽  
Vol 11 (2) ◽  
pp. 302-309 ◽  
Author(s):  
N. U. Ahmed ◽  
K. L. Teo
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Necessary Conditions ◽  
Parabolic Type ◽  
Optimal Feedback Control ◽  
Distributed Parameter ◽  
Optimal Controls ◽  
Necessary Conditions For Optimality ◽  
Reduced Problem

In this paper, the optimal control problem of system described by stochastic McShane differential equations is considered. It is shown that this problem can be reduced to an equivalent optimal control problem of distributed parameter systems of parabolic type with controls appearing in the coefficients of the differential operator. Further, to this reduced problem, necessary conditions for optimality and an existence theorem for optimal controls are given.

scholarly journals Maximum principle for a nonlinear size-structured model of fish and fry management

2018 ◽  
Vol 23 (4) ◽  
pp. 533-552 ◽  
Author(s):  
Rong Liu ◽  
Guirong Liu
Keyword(s):  
Fixed Point ◽  
Maximum Principle ◽  
Normal Cone ◽  
Necessary Conditions ◽  
Adjoint System ◽  
Banach Fixed Point Theorem ◽  
Structured Model ◽  
The Maximum Principle ◽  
Necessary Conditions For Optimality ◽  
Theoretical Results

This paper investigates the maximum principle for a nonlinear size-structured model that describes the optimal management of the fish resources taking into account harvesting the fish and putting the fry. We establish the well-posedness of the state system by Banach fixed-point theorem. Necessary conditions for optimality are established via the normal cone technique and adjoint system. The existence of a unique optimal policy is proved via Ekeland's variational principle and fixed-point reasoning. Finally, some examples and numerical results demonstrate the effectiveness of the theoretical results in our paper.

Optimal feedback control of stochastic McShane differential systems

1974 ◽  
Vol 11 (02) ◽  
pp. 302-309
Author(s):  
N. U. Ahmed ◽  
K. L. Teo
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Necessary Conditions ◽  
Parabolic Type ◽  
Optimal Feedback Control ◽  
Distributed Parameter ◽  
Optimal Controls ◽  
Necessary Conditions For Optimality ◽  
Reduced Problem

In this paper, the optimal control problem of system described by stochastic McShane differential equations is considered. It is shown that this problem can be reduced to an equivalent optimal control problem of distributed parameter systems of parabolic type with controls appearing in the coefficients of the differential operator. Further, to this reduced problem, necessary conditions for optimality and an existence theorem for optimal controls are given.

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