Preprint
Aug 2026
On the Optimal Control Problem of Stochastic Semilinear Partial Differential Equations with Non-Globally Lipschitz Coefficients
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 approxi...
O. Kapustyan, O. Martynyuk, Oleksandr Misiats et al.
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