OPTIMAL CONTROL FOR SOLUTIONS TO SOBOLEV STOCHASTIC EQUATIONS

被引:0
|
作者
Bychkov, Evgeniy [1 ]
Sviridyuk, Georgy [1 ]
Bogomolov, Alexey [2 ]
机构
[1] South Ural State Univ, Dept Equat Math Phys, Lenin Ave 76, Chelyabinsk 454080, Russia
[2] Russian Acad Sci, St Petersburg Fed Res Ctr, Intelligent Syst Lab, 14th Lin Vasilievskii Ostrov 39, St Petersburg 199178, Russia
关键词
Stochastic Sobolev type equations; white noise; space of noises; Wiener process; additive white noise;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This article concerns the optimal control problem for internal gravitational waves in a model with additive "white noise". This mathematical models based on the stochastic Sobolev equation, Dirichlet boundary conditions, and a Cauchy initial condition. The inhomogeneity describes random heterogeneities of the medium and fluctuations. By white noise we realize the Nelson-Gliklikh derivative of the Wiener process. The study was carried out within the framework of the theory of relatively bounded operators and the theory of Sobolev-type stochastic equations of higher order and the theory of (semi) groups of operators. We show the existence and uniqueness of a strong solutions, and obtain sufficient conditions for the existence of an optimal control of such solutions. The theorem about the existence and uniqueness of the optimal control is based on the works of J.-L. Lyons.
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页数:11
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