Pages that link to "Item:Q4950938"

The following pages link to Dynamic Programming for the stochastic Navier-Stokes equations (Q4950938):

Displaying 12 items.

• Stochastic steady-state Navier-Stokes equations with additive random noise (Q257106) (← links)
• Mild solutions of semilinear elliptic equations in Hilbert spaces (Q730124) (← links)
• The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions (Q845813) (← links)
• Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (Q860708) (← links)
• On the dynamic programming approach for the 3D Navier-Stokes equations (Q1021251) (← links)
• Optimal control for two-dimensional stochastic second grade fluids (Q1639673) (← links)
• A stochastic maximum principle for control problems constrained by the stochastic Navier-Stokes equations (Q2238986) (← links)
• Derivative formula for the Feynman-Kac semigroup of SDEs driven by rotationally invariant \(\alpha\)-stable process (Q2288817) (← links)
• Finite-horizon parameterizing manifolds, and applications to suboptimal control of nonlinear parabolic PDEs (Q2340513) (← links)
• On the existence of optimal and \(\epsilon\)-optimal feedback controls for stochastic second grade fluids (Q2633833) (← links)
• Ergodicity Results for the Stochastic Navier–Stokes Equations: An Introduction (Q2925041) (← links)
• Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension (Q6165243) (← links)