Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations
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arXiv
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| Auteurs principaux: | , , , |
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866914217599172608 |
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| author | Ciotir, Ioana Forcadel, Nicolas Visconti, Piero Zidani, Hasnaa |
| author_facet | Ciotir, Ioana Forcadel, Nicolas Visconti, Piero Zidani, Hasnaa |
| contents | We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin principle can be recovered in the case that the diffusion doesn't depend on the control. We give several applications, most notably for stochastic porous media equations in the Lipschitz case. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_20505 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations Ciotir, Ioana Forcadel, Nicolas Visconti, Piero Zidani, Hasnaa Optimization and Control Analysis of PDEs Probability 35R60, 60H15, 93E20, 49K30 We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin principle can be recovered in the case that the diffusion doesn't depend on the control. We give several applications, most notably for stochastic porous media equations in the Lipschitz case. |
| title | Optimality Conditions for Control Systems Governed by Monotone Stochastic Evolution Equations |
| topic | Optimization and Control Analysis of PDEs Probability 35R60, 60H15, 93E20, 49K30 |
| url | https://arxiv.org/abs/2512.20505 |