Dynamic programming for the stochastic Burgers equation
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Publication:1866746
DOI10.1007/BF02505893zbMath1016.49024OpenAlexW1972715243MaRDI QIDQ1866746
Arnaud Debussche, Giuseppe Da Prato
Publication date: 22 April 2003
Published in: Annali di Matematica Pura ed Applicata. Serie Quarta (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02505893
Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (7)
On the existence of optimal and \(\epsilon\)-optimal feedback controls for stochastic second grade fluids ⋮ The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions ⋮ Exponential stabilization of the stochastic Burgers equation by boundary proportional feedback ⋮ Dynamic Programming for the stochastic Navier-Stokes equations ⋮ On the dynamic programming approach for the 3D Navier-Stokes equations ⋮ 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
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