Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise

DOI10.1007/s00245-022-09912-wzbMath1501.35469OpenAlexW4308432910MaRDI QIDQ2096955

Ananta K. Majee

Publication date: 11 November 2022

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-022-09912-w

zbMATH Keywords

weak solutionLévy noiseSkorokhod theoremdoubly nonlinear PDEweak optimal control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Differential games (aspects of game theory) (91A23) Optimal stochastic control (93E20) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Integro-partial differential equations (35R09) Functional analysis in probabilistic metric linear spaces (46S50)

Related Items (2)

Stochastic evolutionary \(p\)-Laplace equation: large deviation principles and transportation cost inequality ⋮ Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure

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