Dynamic programming for the stochastic Burgers equation

DOI10.1007/BF02505893MaRDI QIDQ1866746zbMATH OpenOpenAlexFDO

Authors Guiseppe Da Prato, A. Debussche

Publication date 22 April 2003

Published in Annali di Matematica Pura ed Applicata. Serie Quarta (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02505893

zbMATH Keywords

dynamic programmingBurgers equationstochastic controlHamilton-Jacobi equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Dynamic programming (90C39) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

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• Control of the Stochastic Burgers Model of Turbulence
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Cites work

• scientific article; zbMATH DE number 503099 (Why is no real title available?)
• Control of the Stochastic Burgers Model of Turbulence
• Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation
• Diffusion processes and related problems in analysis. Volume II: Stochastic flows. Papers, presented at an international conference, held March 16-18, 1990, in Charlotte, NC, USA
• Feedback control for unsteady flow and its application to the stochastic Burgers equation
• Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities
• Large deviations and the Malliavin calculus
• Regular solutions of second-order stationary Hamilton-Jacobi equations
• Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
• Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
• Some Results on Bellman Equation in Hilbert Spaces
• Some results on non-linear optimal control problems and Hamilton-Jacobi equations in infinite dimensions
• Stochastic Burgers' equation
• Stochastic Equations in Infinite Dimensions
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions

Cited in

(12)

• On the dynamic programming approach for the 3D Navier-Stokes equations
• Finite-horizon parameterizing manifolds, and applications to suboptimal control of nonlinear parabolic PDEs
• On the existence of optimal and \(\epsilon\)-optimal feedback controls for stochastic second grade fluids
• Feedback control for unsteady flow and its application to the stochastic Burgers equation
• Exponential stabilization of the stochastic Burgers equation by boundary proportional feedback
• Distributed control of the stochastic Burgers equation with random input data
• Dynamic Programming of Stochastic Burgers Equation Driven by Levy Noise
• Multiobjective stochastic control in fluid dynamics via game theory approach: Application to the periodic Burgers equation
• The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions
• Algorithm refinement for the stochastic Burgers' equation
• Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control
• Dynamic Programming for the stochastic Navier-Stokes equations

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