Impulse control of stochastic Navier-Stokes equations

DOI10.1016/S0362-546X(01)00722-2zbMath1087.93061MaRDI QIDQ1863441

Sivaguru S. Sritharan, José Luis Menaldi

Publication date: 11 March 2003

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingvariational inequalitystochastic optimal controlimpulse controlstochastic Navier-Stokes equation

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Navier-Stokes equations for incompressible viscous fluids (76D05) Stochastic analysis applied to problems in fluid mechanics (76M35) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Flow control and optimization for incompressible viscous fluids (76D55)

Related Items

On Some Ergodic Impulse Control Problems with Constraint ⋮ Optimal control for two-dimensional stochastic second grade fluids ⋮ On Some Quasi-Variational Inequalities and Other Problems with Moving Sets ⋮ On Some Impulse Control Problems with Constraint ⋮ Variational inequalities in Hilbert spaces with measures and optimal stopping problems ⋮ Optimal Stopping Problems for a Family of Continuous-Time Markov Processes ⋮ Approximations of stochastic Navier-Stokes equations ⋮ Optimal Controls for the Stochastic Compressible Navier--Stokes Equations ⋮ Optimal stopping-time problem for stochastic Navier-Stokes equations and infinite-dimensional variational inequalities ⋮ On Some Optimal Stopping Problems with Constraint

Cites Work

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