AI 中文总结
针对缺乏最大值原理、系数无有界Fréchet导数的随机半线性偏微分方程最优控制问题,提出近似格式并证明其解在有限和无限时间区间的收敛性。
AI 中文摘要
本文研究随机半线性偏微分方程的最优控制问题,这类问题缺乏最大值原理,且其系数无有界Fréchet导数。我们针对相应优化问题提出一种近似格式,并证明了近似解在有限和无限时间区间上的收敛性。
英文摘要
In this paper, we study optimal control problems for stochastic semilinear partial differential equations, which lack the maximum principle, and whose coefficients do not have bounded Frechet derivatives. We propose an approximation scheme for the corresponding optimization problem, and prove convergence of the approximating solutions on both finite and infinite time intervals.