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

✍ Scribed by Fausto Gozzi; S. S. Sritharan; Andrezej Świȩch

Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
225 KB
Volume
58
Category
Article
ISSN
0010-3640

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✦ Synopsis

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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