On the Optimal Control Problem of Stochastic Semilinear Partial Differential Equations with Non-Globally Lipschitz Coefficients

Oleksiy Kapustyan; Olha Martynyuk; Oleksandr Misiats; Oleksandr Stanzhytskyi

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arXiv · 2608.23985

On the Optimal Control Problem of Stochastic Semilinear Partial Differential Equations with Non-Globally Lipschitz Coefficients

Oleksiy Kapustyan·Olha Martynyuk·Oleksandr Misiats·Oleksandr Stanzhytskyi

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Abstract

In this paper, we study optimal control problems for stochastic semilinear partial differential equations, which lack the maximum principle, and whose coefficients do not have bounded Frechet derivatives. We propose an approximation scheme for the corresponding optimization problem, and prove convergence of the approximating solutions on both finite and infinite time intervals.

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Oleksiy Kapustyan, Olha Martynyuk, Oleksandr Misiats, Oleksandr Stanzhytskyi. 2026-08-25. On the Optimal Control Problem of Stochastic Semilinear Partial Differential Equations with Non-Globally Lipschitz Coefficients. https://arxiv.org/abs/2608.23985

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