Dynamic Programming for the stochastic Navier-Stokes equations
Giuseppe da Prato, Arnaud Debussche (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
Similarity:
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.