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
✦ LIBER ✦
Optimal control without solving the Bellman equation
✍ Scribed by Gregory C. Chow
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 532 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0165-1889
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