Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces
The aim of the present paper is to study an infinite horizon optimal control problem in which the controlled state dynamics is governed by a stochastic delay evolution equation in Hilbert spaces. The existence and uniqueness of the optimal control are obtained by means of associated infinite horizo...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
|
| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2013/791786 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1832551879941292032 |
|---|---|
| author | Xueping Zhu Jianjun Zhou |
| author_facet | Xueping Zhu Jianjun Zhou |
| author_sort | Xueping Zhu |
| collection | DOAJ |
| description | The aim of the present paper is to study an infinite horizon optimal control problem in which the controlled state dynamics is governed by a stochastic delay evolution equation in Hilbert spaces. The existence and uniqueness of the optimal control are obtained by means of associated infinite horizon backward stochastic differential equations without assuming the Gâteaux differentiability of the drift coefficient and the diffusion coefficient. An optimal control problem of stochastic delay partial differential equations is also given as an example to illustrate our results. |
| format | Article |
| id | doaj-art-69b5b9173cf54d50baaf68e6430e4bee |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-69b5b9173cf54d50baaf68e6430e4bee2025-02-03T06:00:18ZengWileyAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/791786791786Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert SpacesXueping Zhu0Jianjun Zhou1School of Astronautics, Northwestern Polytechnical University, Xi'an, Shaanxi 710072, ChinaCollege of Science, Northwest A&F University, Yangling, Shaanxi 712100, ChinaThe aim of the present paper is to study an infinite horizon optimal control problem in which the controlled state dynamics is governed by a stochastic delay evolution equation in Hilbert spaces. The existence and uniqueness of the optimal control are obtained by means of associated infinite horizon backward stochastic differential equations without assuming the Gâteaux differentiability of the drift coefficient and the diffusion coefficient. An optimal control problem of stochastic delay partial differential equations is also given as an example to illustrate our results.http://dx.doi.org/10.1155/2013/791786 |
| spellingShingle | Xueping Zhu Jianjun Zhou Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces Abstract and Applied Analysis |
| title | Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces |
| title_full | Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces |
| title_fullStr | Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces |
| title_full_unstemmed | Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces |
| title_short | Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces |
| title_sort | infinite horizon optimal control of stochastic delay evolution equations in hilbert spaces |
| url | http://dx.doi.org/10.1155/2013/791786 |
| work_keys_str_mv | AT xuepingzhu infinitehorizonoptimalcontrolofstochasticdelayevolutionequationsinhilbertspaces AT jianjunzhou infinitehorizonoptimalcontrolofstochasticdelayevolutionequationsinhilbertspaces |