scholarly journals Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability

2009 ◽  
Vol 59 (2) ◽  
pp. 317-342 ◽  
Author(s):  
Viorica Mariela Ungureanu
Keyword(s):  
Optimal Control ◽  
Hilbert Spaces ◽  
Evolution Equations ◽  
Stochastic Evolution ◽  
Stochastic Evolution Equations ◽  
Uniform Observability

scholarly journals Mean-Field Backward Stochastic Evolution Equations in Hilbert Spaces and Optimal Control for BSPDEs

2014 ◽  
Vol 2014 ◽  
pp. 1-18 ◽  
Author(s):  
Ruimin Xu ◽  
Tingting Wu
Keyword(s):  
Optimal Control ◽  
Hilbert Spaces ◽  
Existence And Uniqueness ◽  
Evolution Equations ◽  
Mild Solutions ◽  
Mean Field ◽  
Uniqueness Result ◽  
The State ◽  
Stochastic Evolution ◽  
Stochastic Evolution Equations

We obtain the existence and uniqueness result of the mild solutions to mean-field backward stochastic evolution equations (BSEEs) in Hilbert spaces under a weaker condition than the Lipschitz one. As an intermediate step, the existence and uniqueness result for the mild solutions of mean-field BSEEs under Lipschitz condition is also established. And then a maximum principle for optimal control problems governed by backward stochastic partial differential equations (BSPDEs) of mean-field type is presented. In this control system, the control domain need not to be convex and the coefficients, both in the state equation and in the cost functional, depend on the law of the BSPDE as well as the state and the control. Finally, a linear-quadratic optimal control problem is given to explain our theoretical results.

scholarly journals Almost Automorphic Solutions to Nonautonomous Stochastic Functional Integrodifferential Equations

2013 ◽  
Vol 2013 ◽  
pp. 1-13
Author(s):  
Li Xi-liang ◽  
Han Yu-liang
Keyword(s):  
Hilbert Spaces ◽  
Evolution Equations ◽  
Mild Solutions ◽  
Stochastic Equations ◽  
Stochastic Evolution ◽  
Stochastic Evolution Equations ◽  
Almost Automorphic ◽  
Banach Contraction ◽  
Stability Results ◽  
Stochastic Functional

This paper concerns the square-mean almost automorphic solutions to a class of abstract semilinear nonautonomous functional integrodifferential stochastic evolution equations in real separable Hilbert spaces. Using the so-called “Acquistapace-Terreni” conditions and Banach contraction principle, the existence, uniqueness, and asymptotical stability results of square-mean almost automorphic mild solutions to such stochastic equations are established. As an application, square-mean almost automorphic solution to a concrete nonautonomous integro-differential stochastic evolution equation is analyzed to illustrate our abstract results.

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