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arXiv · 2308.08202

Norm and time optimal control problems of stochastic heat equations

Yuanhang Liu·Donghui Yang·Jie Zhong
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Abstract

This paper investigates the norm and time optimal control problems for stochastic heat equations. We begin by presenting a characterization of the norm optimal control, followed by a discussion of its properties. We then explore the equivalence between the norm optimal control and time optimal control, and subsequently establish the bang-bang property of the time optimal control. These problems, to the best of our knowledge, are among the first to discuss in the stochastic case.

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Yuanhang Liu, Donghui Yang, Jie Zhong. 2023-08-16. Norm and time optimal control problems of stochastic heat equations. https://arxiv.org/abs/2308.08202

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