On the dynamic programming approach for the 3D Navier-Stokes equations

DOI10.1007/s00245-007-9024-7zbMath1162.49036arXivmath/0609389OpenAlexW2146807322MaRDI QIDQ1021251

Luigi Manca

Publication date: 8 June 2009

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0609389

zbMATH Keywords

Navier-Stokes equationsdynamic programmingHamilton-Jacobi-Bellman equations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal feedback synthesis (49N35) Navier-Stokes equations for incompressible viscous fluids (76D05) Navier-Stokes equations (35Q30)

Related Items (2)

The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions ⋮ A stochastic maximum principle for control problems constrained by the stochastic Navier-Stokes equations

Cites Work

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• Ergodicity for the 3D stochastic Navier-Stokes equations
• Dynamic programming for the stochastic Burgers equation
• Martingale and stationary solutions for stochastic Navier-Stokes equations
• Controlled Markov processes and viscosity solutions
• Markov solutions for the 3D stochastic Navier-Stokes equations with state dependent noise
• Some results on non-linear optimal control problems and Hamilton-Jacobi equations in infinite dimensions
• Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations
• Dynamic Programming for the stochastic Navier-Stokes equations
• Stochastic Equations in Infinite Dimensions

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