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 d
Existence of optimal and ε-optimal controls for the stochastic Navier–Stokes equation
✍ Scribed by Hannelore Lisei
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 185 KB
- Volume
- 51
- Category
- Article
- ISSN
- 0362-546X
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
Abstreot. We study the stochastic regulator problem in HILBERT spaces for systems governed by linear stochastic differential equations with retarded controls and with state and control dependent noise. We use integral RICCATI equations and no reference to a RICCATI differential equation or to the IT
The existence of a weak solution of a free boundary problem for the Navier-Stokes equations with measure data is shown. The problem may be considered as a model of the flow of blood around the heart valves. Feedback laws giving the forces acting on the valves from the observed flow in a fixed subreg