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Dynamic Programming for the stochastic Navier-Stokes equations

Giuseppe da Prato, Arnaud Debussche (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

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.

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