Optimizing the fractional power of a Diffusion operator
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. Before moving to the SPDE case, we first describe the result of Sprekels-Valdinoci for the PDE case. Then 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. http://cvgmt.sns.it/seminar/581/
When
Wed Apr 26, 2017 3pm – 4pm Coordinated Universal Time
Where
Sala Seminari Dipartimento di Matematica di Pisa (map)