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Bellman equations associated to the optimal feedback control of stochastic Navier‐Stokes equations
Author(s) -
Gozzi Fausto,
Sritharan S. S.,
Świȩch Andrezej
Publication year - 2005
Publication title -
communications on pure and applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.12
H-Index - 115
eISSN - 1097-0312
pISSN - 0010-3640
DOI - 10.1002/cpa.20077
Subject(s) - mathematics , uniqueness , navier–stokes equations , stochastic partial differential equation , white noise , stochastic control , mathematical analysis , partial differential equation , stochastic differential equation , space (punctuation) , optimal control , mathematical optimization , computer science , physics , compressibility , statistics , thermodynamics , operating system
In this paper we study infinite‐dimensional, second‐order Hamilton‐Jacobi‐Bell‐man 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. © 2005 Wiley Periodicals, Inc.