Dynamic programming for the stochastic Burgers equation
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The aim of the article is to study optimal control problems for the stochastic Burgers equation and develop a mathematical tool, which is appropriate for the Navier-Stokes equation. The cost functional involves exponentially growing functions and the analog of the kinetic energy. The authors study this control problem by the dynamic programming approach. This leads to the problem of solution of a Hamilton-Jacobi-Bellman equation in the infinite dimensional space \(H = L^2(0,1)\).
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Cites work
- 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
- scientific article; zbMATH DE number 503099 (Why is no real title available?)
- 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
(18)- Multiobjective stochastic control in fluid dynamics via game theory approach: Application to the periodic Burgers equation
- On the dynamic programming approach for the 3D Navier-Stokes equations
- Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation
- Exponential stabilization of the stochastic Burgers equation by boundary proportional feedback
- Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control
- 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
- Control of the Stochastic Burgers Model of Turbulence
- Dynamic Programming for the stochastic Navier-Stokes equations
- Distributed control of the stochastic Burgers equation with random input data
- Dynamic Programming of Stochastic Burgers Equation Driven by Levy Noise
- Existence of optimal and -optimal controls for the stochastic 3D magnetohydrodynamic- model
- On the existence of optimal and -optimal controls for the stochastic 2D nonlocal Cahn-Hilliard-Navier-Stokes system
- Dynamic programming of the stochastic 2D-Navier-Stokes equations forced by Lévy noise
- Stochastic Burgers-Huxley equations: global solvability, large deviations and ergodicity
- The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions
- Algorithm refinement for the stochastic Burgers' equation
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