Title :
On the optimal control for stochastic one phase Stefan problem
Author :
Aihara, S.I. ; Ishikawa, M. ; Sunahara, Y.
Author_Institution :
Kyoto Institute of Technology, Kyoto, Japan
Abstract :
This paper is concerned with the optimal control for stochastic one phase Stefan problem where the cost functional is quadratic with respect to the state and control. One phase Stefan problem with random disturbance is formulated as the stochastic variational inequality. After studying the existence and uniqueness of a solution of the stochastic variational inequality, the necessary condition of optimality for control problem is derived.
Keywords :
Cost function; Differential equations; Ice; Optimal control; Partial differential equations; Space technology; Stochastic processes; Stochastic resonance; Stochastic systems; Temperature control;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267329
