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SIAM Journal on Control and Optimization, Vol.51, No.3, 2664-2703, 2013
OPTIMAL RELAXED CONTROL OF DISSIPATIVE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS IN BANACH SPACES
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.
Keywords:relaxed control;stochastic PDE;multiplicative cylindrical noise;stochastic convolution;UMD type-2 Banach spaces;Young measures;Suslin control set