Abstract
In this paper I prove necessary conditions for optimal controls of boundary value parabolic or elliptic problems, when the coefficients of the operators depend on the controls. Some stochastic control problems can be formulated as optimal controls for the coefficients of elliptic or parabolic problems, and the necessary conditions proved here generalize known results to the case when the second order coefficients depend on the controls. From the necessary conditions uniqueness criteria and “bang-bang” theorems are deduced, and, suggested by the direct physical interpretation of these problems, stability (in a variational sense) theorems are proved.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
