Orateur
Dr
Piero Visconti
(INSA-Rouen)
Description
We study a class of optimal control problems governed by random semilinear parabolic
equations with almost sure state constraints in the space of continuous functions. We
obtain necessary conditions of optimality in the form of a maximum principle with two
multipliers, one for the state constraint and one for the cost function, the multiplier
for the state constraint takes values in a space of measures. We prove the nontriviality
of the multipliers when the state constraint set has nonempty interior. Under a calmness
condition, the multiplier for the cost function can be suppressed.
