Impulse control of stochastic Navier-Stokes equations (Q1863441)

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Impulse control of stochastic Navier-Stokes equations
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    Impulse control of stochastic Navier-Stokes equations (English)
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    11 March 2003
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    The authors develop a new direction in optimal control theory of fluid dynamics. They mathematically formulate and resolve impulse and stopping time problems for stochastic Navier-Stokes equations that are interpreted as Itô stochastic equations in variational forms. The Markov-Feller process generated by stochastic Navier-Stokes equation in a two-dimensional domain is discussed in detail. Further the authors define the Navier-Stokes semigroup which appears to be the Markov-Feller semigroup and they develop the theory of impulse control for the Markov-Feller semigroup not necessarily strongly continuous. The bibliography contains 26 items carefully selected.
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    stochastic Navier-Stokes equation
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    dynamic programming
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    impulse control
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    variational inequality
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    stochastic optimal control
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