A stochastic maximum principle for control problems constrained by the stochastic Navier-Stokes equations
DOI10.1007/s00245-021-09792-6zbMath1477.35117arXiv1810.12119OpenAlexW3184185593MaRDI QIDQ2238986
Christoph Trautwein, Peter Benner
Publication date: 2 November 2021
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.12119
Control/observation systems governed by partial differential equations (93C20) Maximum principles in context of PDEs (35B50) Optimal stochastic control (93E20) Navier-Stokes equations (35Q30) PDEs with randomness, stochastic partial differential equations (35R60) Existence theories for optimal control problems involving partial differential equations (49J20) Flow control and optimization for compressible fluids and gas dynamics (76N25) Flow control and optimization for incompressible viscous fluids (76D55) PDE constrained optimization (numerical aspects) (49M41)
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