Universität Augsburg
|
Dr. Carina Geldhauser
Universität Pisa
spricht am
Montag, 19. Juni 2017
um
10:15 Uhr
im
Raum 2004 (L1)
über das Thema:
Abstract: |
We study an optimization problem with SPDE constraints, which has the peculiarity that the control parameter s is the s-th power of the diffusion operator in the state equation. We discuss a suitable concept of solutions of the state equation and establish pathwise differentiability properties of the stochastic process w.r.t. the fractional parameter s. Finally, we show that under certain conditions on the noise, optimality conditions for the control problem can be established. This is joined work with Enrico Valdinoci. |
Hierzu ergeht herzliche Einladung. |
Prof. Dr. Lisa Beck |