In this thesis, we give a mathematical background of solving a linear quadratic control problem for the heat equation, which involves noise on the boundary, in a concise way. We use the semigroup approach for the solvability of the problem. To obtain optimal controls, we use optimization techniques for convex functionals. Finally we give a feedback form for the optimal control. In order to enhance understanding of linear quadratic problem, we first present the methods in deterministic cases and then extend to noisy systems.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:lnu-76037 |
| Date | January 2018 |
| Creators | Govindaraj, Thavamani |
| Publisher | Linnéuniversitetet, Institutionen för matematik (MA) |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
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