In this paper we study infinite-dimensional, second-order Hamilton-Jacobi-Bellman equations associated to the feedback synthesis of stochastic Navier-Stokes equations forced by space-time white noise. Uniqueness and existence of viscosity solutions are proven for these infinite-dimensional partial differential equations.
Gozzi, Fausto; S. S., Sritharan; Andrezej, Świȩch. (2005). Bellman Equations Associated to The Optimal Feedback Control of Stochastic Navier-Stokes Equations. COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS, (ISSN: 0010-3640), 58:5, 671-700. Doi: 10.1002/cpa.20077.
Bellman Equations Associated to The Optimal Feedback Control of Stochastic Navier-Stokes Equations
GOZZI, FAUSTO;
2005
Abstract
In this paper we study infinite-dimensional, second-order Hamilton-Jacobi-Bellman equations associated to the feedback synthesis of stochastic Navier-Stokes equations forced by space-time white noise. Uniqueness and existence of viscosity solutions are proven for these infinite-dimensional partial differential equations.
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