Multiobjective stochastic control in fluid dynamics via game theory approach: Application to the periodic Burgers equation

DOI10.1007/s10957-008-9416-0zbMath1159.91318MaRDI QIDQ1014046

J. Martínez

Publication date: 24 April 2009

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-008-9416-0

zbMATH Keywords

optimal control; Burgers equation; expected value; adjoint system; stochastic Nash equilibrium

Mathematics Subject Classification ID

49N70: Differential games and control

35Q35: PDEs in connection with fluid mechanics

76M35: Stochastic analysis applied to problems in fluid mechanics

91A15: Stochastic games, stochastic differential games

93E03: Stochastic systems in control theory (general)

76D55: Flow control and optimization for incompressible viscous fluids