On the existence and uniqueness of the solution of a parabolic optimal control problem with uncertain inputs

Peter Benner; Akwum Onwunta; Martin Stoll

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arXiv · 1809.10645

On the existence and uniqueness of the solution of a parabolic optimal control problem with uncertain inputs

Peter Benner·Akwum Onwunta·Martin Stoll

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Abstract

In this note, we consider the existence and uniqueness of the solution of a time-dependent optimal control problem constrained by a partial differential equation with uncertain inputs. Relying on the Lions' Lemma for deterministic problems, we furthermore characterize the optimal control of the stochastic problem.

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Peter Benner, Akwum Onwunta, Martin Stoll. 2018-09-27. On the existence and uniqueness of the solution of a parabolic optimal control problem with uncertain inputs. https://arxiv.org/abs/1809.10645

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