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Optimal Control of a Stochastic Heat Equation with Control and Noise on the Boundary
Linnaeus University, Faculty of Technology, Department of Mathematics.
2018 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

In this thesis, we give a mathematical background of solving a linear quadratic control problem for the heat equation, which involves noise on the boundary, in a concise way. We use the semigroup approach for the solvability of the problem. To obtain optimal controls, we use optimization techniques for convex functionals. Finally we give a feedback form for the optimal control. In order to enhance understanding of linear quadratic problem, we first present the methods in deterministic cases and then extend to noisy systems.

Place, publisher, year, edition, pages
2018. , p. 48
Keywords [en]
Linear Quadratic Control, Stochastic Heat Equation
National Category
Mathematics
Identifiers
URN: urn:nbn:se:lnu:diva-76037OAI: oai:DiVA.org:lnu-76037DiVA, id: diva2:1219937
Educational program
Mathematics and Modelling, Master Programme, 120 credits
Supervisors
Examiners
Available from: 2018-06-18 Created: 2018-06-18 Last updated: 2018-06-18Bibliographically approved

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fulltext(611 kB)26 downloads
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Govindaraj, Thavamani
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CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf