Optimal control of a stochastic heat equation with boundary-noise and boundary-control
By Arnaud Debussche, Marco Fuhrman, Gianmario Tessitore. 2007
67 citations recorded by the source corpus.
Subfields: Control and Systems Engineering, Finance, Modeling and Simulation
View Paper: https://www.semanticscholar.org/paper/0e5192a9d3193474154240c6d6f32f8a3642a538
Citations in the corpus
- DGM: A deep learning algorithm for solving partial differential equations (2017, unknown): “We refer the reader to Theorems 5.3 and 5.4 of [10] as well as [14] and [36] for an analysis of infinite-dimensional HJB equations for the stochastic heat equation.”