Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations

DOI10.1002/cpa.20077zbMath1079.93043OpenAlexW2170538890MaRDI QIDQ4676586

Andrzej Świȩch, Fausto Gozzi, Sivaguru S. Sritharan

Publication date: 4 May 2005

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cpa.20077

zbMATH Keywords

optimal controlBellman equationstochastic Navier-Stokes equations

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (8)

On the existence of optimal and \(\epsilon\)-optimal feedback controls for stochastic second grade fluids ⋮ Path-dependent Hamilton-Jacobi equations in infinite dimensions ⋮ Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension ⋮ A stochastic maximum principle for control problems constrained by the stochastic Navier-Stokes equations ⋮ Path-dependent equations and viscosity solutions in infinite dimension ⋮ Mild solutions of semilinear elliptic equations in Hilbert spaces ⋮ A PDE approach to large deviations in Hilbert spaces ⋮ On the dynamic programming approach for the 3D Navier-Stokes equations

Cites Work

• Gaussian measures in Banach spaces
• On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
• Mathematical Problems of Statistical Hydromechanics
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