Observability Inequality Of Backward Stochastic Heat Equations For Measurable Sets And Its Applications

Keywords

Nash equilibrium; Observability inequality; Optimal actuator location; Optimal control; Stochastic heat equation

Abstract

This paper aims to provide directly the observability inequality of backward stochastic heat equations for measurable sets. As an immediate application, the null controllability of the forward heat equations is obtained. Moreover, an interesting relaxed optimal actuator location problem is formulated, and the existence of its solution is proved. Finally, the solution is characterized by a Nash equilibrium of the associated game problem.

Publication Date

1-1-2016

Publication Title

SIAM Journal on Control and Optimization

Volume

54

Issue

3

Number of Pages

1157-1175

Document Type

Article

Personal Identifier

scopus

DOI Link

https://doi.org/10.1137/15M1033289

Socpus ID

84976865353 (Scopus)

Source API URL

https://api.elsevier.com/content/abstract/scopus_id/84976865353

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