{
  "id": "0905.3628",
  "version": "v1",
  "published": "2009-05-22T08:24:04.000Z",
  "updated": "2009-05-22T08:24:04.000Z",
  "title": "A Stochastic Optimal Control Problem for the Heat Equation on the Halfline with Dirichlet Boundary-noise and Boundary-control",
  "authors": [
    "Federica Masiero"
  ],
  "journal": "Applied Mathematics & Optimization 2010, Volume 62, Issue 2, pp 253-294",
  "categories": [
    "math.PR",
    "math.OC"
  ],
  "abstract": "We consider a controlled state equation of parabolic type on the halfline $(0,+\\infty)$ with boundary conditions of Dirichlet type in which the unknown is equal to the sum of the control and of a white noise in time. We study finite horizon and infinite horizon optimal control problem related by menas of backward stochastic differential equations.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-05-22T08:24:04.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic optimal control problem",
      "heat equation",
      "dirichlet boundary-noise",
      "infinite horizon optimal control problem"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}