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Finite dimensional approximation of an optimal control problem for stochastic partial differential equations

  • Stochastic Control Theory
  • Conference paper
  • First Online:
Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 96))

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References

  1. Grecksch, W. Stochastische Evolutionsgleichungen und deren Steuerung. Teubner-Texte zur Mathematik. To appear 1987.

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  2. Krylov, N.V., Rozovskij, B.L. About stochastic evolution equations. Results of science and engineering, ser. actual problems of mathematics 14 (1979), 71–146.

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  3. Melnik, S.A. ɛ-optimal control of a random system with distributed parameters. Theory of random processes (Kiev) 10 (1982), 58–64.

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Authors and Affiliations

  1. Sektion Mathematik, Technische Hochschule Carl Schorlemmer Leuna-Merseburg, Otto-Nuschke-Str, 4200, Merseburg, DDR

    W. Grecksch

Authors
  1. W. Grecksch
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Hans Jürgen Engelbert Wolfgang Schmidt

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© 1987 Springer-Verlag

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Grecksch, W. (1987). Finite dimensional approximation of an optimal control problem for stochastic partial differential equations. In: Engelbert, H.J., Schmidt, W. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 96. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0038944

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  • DOI: https://doi.org/10.1007/BFb0038944

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-18010-4

  • Online ISBN: 978-3-540-47245-2

  • eBook Packages: Springer Book Archive

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