Dynamic programming for the stochastic Burgers equation

DOI10.1007/BF02505893zbMath1016.49024OpenAlexW1972715243MaRDI QIDQ1866746

Arnaud Debussche, Giuseppe Da Prato

Publication date: 22 April 2003

Published in: Annali di Matematica Pura ed Applicata. Serie Quarta (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02505893

zbMATH Keywords

dynamic programmingHamilton-Jacobi equationstochastic controlBurgers equation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (7)

On the existence of optimal and \(\epsilon\)-optimal feedback controls for stochastic second grade fluids ⋮ The Kolmogorov operator associated to a Burgers SPDE in spaces of continuous functions ⋮ Exponential stabilization of the stochastic Burgers equation by boundary proportional feedback ⋮ Dynamic Programming for the stochastic Navier-Stokes equations ⋮ On the dynamic programming approach for the 3D Navier-Stokes equations ⋮ Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control ⋮ Finite-horizon parameterizing manifolds, and applications to suboptimal control of nonlinear parabolic PDEs

Cites Work

• Unnamed Item
• Large deviations and the Malliavin calculus
• Diffusion processes and related problems in analysis. Volume II: Stochastic flows. Papers, presented at an international conference, held March 16-18, 1990, in Charlotte, NC, USA
• Differentiability of the transition semigroup of the stochastic Burgers equations, and application to the corresponding Hamilton-Jacobi equation
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
• Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities
• Regular solutions of second-order stationary Hamilton-Jacobi equations
• Some results on non-linear optimal control problems and Hamilton-Jacobi equations in infinite dimensions
• Feedback control for unsteady flow and its application to the stochastic Burgers equation
• Some Results on Bellman Equation in Hilbert Spaces
• Control of the Stochastic Burgers Model of Turbulence
• Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
• Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
• Stochastic Burgers' equation
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Dynamic programming for the stochastic Burgers equation