Optimal control for two-dimensional stochastic second grade fluids
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backward stochastic partial differential equationsnecessary optimality conditionstochastic optimal controlstochastic second grade fluids
PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving partial differential equations (49K20) Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Flow control and optimization for incompressible viscous fluids (76D55)
Abstract: This article deals with a stochastic control problem for certain fluids of non-Newtonian type. More precisely, the state equation is given by the two-dimensional stochastic second grade fluids perturbed by a multiplicative white noise. The control acts through an external stochastic force and we search for a control that minimizes a cost functional. We show that the G^ateaux derivative of the control to state map is a stochastic process being the unique solution of the stochastic linearized state equation. The well-posedness of the corresponding stochastic backward adjoint equation is also established, allowing to derive the first order optimality condition.
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Cited in
(14)- Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise
- Approximate controllability of second-grade fluids
- On the existence of optimal and \(\epsilon\)-optimal feedback controls for stochastic second grade fluids
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