Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise

DOI10.1051/cocv/2020028zbMath1465.45010arXiv1907.03412OpenAlexW3025760364MaRDI QIDQ5854393

Ananta K. Majee

Publication date: 17 March 2021

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.03412

zbMATH Keywords

weak solutionstochastic PDEsevolutionary \(p\)-Laplace equationSkorokhod theorem

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Integro-partial differential equations (45K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stochastic integral equations (60H20) Functional analysis in probabilistic metric linear spaces (46S50)

Related Items (3)

Stochastic evolutionary \(p\)-Laplace equation: large deviation principles and transportation cost inequality ⋮ Stochastic doubly nonlinear PDE: large deviation principles and existence of invariant measure ⋮ Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise

Cites Work

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