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Optimal control problems in diffusion processes with a nonsmooth nonlinear boundary condition
Author(s) -
Sachs E.,
Meister E.
Publication year - 1983
Publication title -
mathematical methods in the applied sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.719
H-Index - 65
eISSN - 1099-1476
pISSN - 0170-4214
DOI - 10.1002/mma.1670050109
Subject(s) - mathematics , nonlinear system , boundary value problem , diffusion , mathematical analysis , optimal control , diffusion process , boundary (topology) , differential equation , diffusion equation , mathematical optimization , computer science , innovation diffusion , knowledge management , physics , economy , quantum mechanics , economics , thermodynamics , service (business)
We investigate a one‐dimensional diffusion process controlled by a nonsmooth nonlinear boundary condition. Existence and estimates of positive solutions of the differential equation are derived. We prove necessary conditions for optimal controls and apply them to two examples.