화학공학소재연구정보센터
Applied Mathematics and Optimization, Vol.55, No.3, 285-326, 2007
Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces
Semilinear elliptic partial differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. These results are applied to a stochastic optimal control problem with infinite horizon. Applications to controlled stochastic heat and wave equations are given.