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

Abstract

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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.

How to cite

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da 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 -

References

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