ERGODIC BOUNDARY AND POINT CONTROL FOR LINEAR STOCHASTIC PDES DRIVEN BY A CYLINDRICAL LEVY PROCESS

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F20%3A10424358" target="_blank" >RIV/00216208:11320/20:10424358 - isvavai.cz</a>
Result on the web
<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=74IYdkWiFw" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=74IYdkWiFw</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3934/dcdsb.2020137" target="_blank" >10.3934/dcdsb.2020137</a>

Result language
angličtina
Original language name
ERGODIC BOUNDARY AND POINT CONTROL FOR LINEAR STOCHASTIC PDES DRIVEN BY A CYLINDRICAL LEVY PROCESS
Original language description
An ergodic control problem is studied for controlled linear stochastic equations driven by cylindrical Levy noise with unbounded control operator in a Hilbert space. A family of optimal controls is shown to consist of those asymptotically achieving the feedback form that employs the corresponding Riccati equation. The formula for optimal cost is given. The general results are applied to stochastic heat equation with boundary control and to stochastic structurally damped plate equations with point control.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
10103 - Statistics and probability

Project
<a href="/en/project/GA19-07140S" target="_blank" >GA19-07140S: Stochastic Evolution Equations and Space-Time Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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