scientific article; zbMATH DE number 1779822

MaRDI QIDQ4543019zbMATH OpenFDO

Authors José-Luis Menaldi, Sivaguru S. Sritharan

Publication date 2 February 2003

zbMATH Keywords

dynamic programmingexistence and uniqueness theoremimpulse controllocal monotonicity propertyoptimal stoppingquasivariational inequalitiessemigroup approachstochastic Navier-Stokes equationstrong solutionstwo dimensions

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) Dynamic programming in optimal control and differential games (49L20) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Optimal stochastic control (93E20)

Review text

We will review certain recent developments in the optimal stopping and impulse control problems for the stochastic Navier-Stokes equation. One of the main ingredients of this work is a new existence and uniqueness theorem for strong solutions in two dimensions. This result is obtained by utilizing a local monotonicity property of the sum of the Stokes operator and the nonlinearity. This gives a realization of the Markov-Feller process associated with the stochastic Navier-Stokes equation. The dynamic programming equations for the optimal stopping and impulse control problems arise as variational and quasivariational inequalities, respectively in infinite dimensions. These problems are then solved in a weak sense using the semigroup approach. For the entire collection see [Zbl 0986.00012].

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