# Dynamic Programming for the stochastic Navier-Stokes equations

Giuseppe da Prato; Arnaud Debussche

ESAIM: Mathematical Modelling and Numerical Analysis (2010)

- Volume: 34, Issue: 2, page 459-475
- ISSN: 0764-583X

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topda Prato, Giuseppe, and Debussche, Arnaud. "Dynamic Programming for the stochastic Navier-Stokes equations." ESAIM: Mathematical Modelling and Numerical Analysis 34.2 (2010): 459-475. <http://eudml.org/doc/197463>.

@article{daPrato2010,

abstract = {
We solve an optimal cost problem for a stochastic
Navier-Stokes equation in space dimension 2 by proving
existence and uniqueness of a smooth solution of the
corresponding Hamilton-Jacobi-Bellman equation.
},

author = {da Prato, Giuseppe, Debussche, Arnaud},

journal = {ESAIM: Mathematical Modelling and Numerical Analysis},

keywords = {Stochastic Navier-Stokes equations; dynamic programming;
optimal control; Hamilton-Jacobi-Bellmann equations.; optimal cost problem; stochastic Navier-Stokes equation; existence; uniqueness; smooth solution; Hamilton-Jacobi-Bellman equation},

language = {eng},

month = {3},

number = {2},

pages = {459-475},

publisher = {EDP Sciences},

title = {Dynamic Programming for the stochastic Navier-Stokes equations},

url = {http://eudml.org/doc/197463},

volume = {34},

year = {2010},

}

TY - JOUR

AU - da Prato, Giuseppe

AU - Debussche, Arnaud

TI - Dynamic Programming for the stochastic Navier-Stokes equations

JO - ESAIM: Mathematical Modelling and Numerical Analysis

DA - 2010/3//

PB - EDP Sciences

VL - 34

IS - 2

SP - 459

EP - 475

AB -
We solve an optimal cost problem for a stochastic
Navier-Stokes equation in space dimension 2 by proving
existence and uniqueness of a smooth solution of the
corresponding Hamilton-Jacobi-Bellman equation.

LA - eng

KW - Stochastic Navier-Stokes equations; dynamic programming;
optimal control; Hamilton-Jacobi-Bellmann equations.; optimal cost problem; stochastic Navier-Stokes equation; existence; uniqueness; smooth solution; Hamilton-Jacobi-Bellman equation

UR - http://eudml.org/doc/197463

ER -

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