Dynamic programming for the stochastic Burgers equation
The aim of the article is to study optimal control problems for the stochastic Burgers equation and develop a mathematical tool, which is appropriate for the Navier-Stokes equation. The cost functional involves exponentially growing functions and the analog of the kinetic energy. The authors study this control problem by the dynamic programming approach. This leads to the problem of solution of a Hamilton-Jacobi-Bellman equation in the infinite dimensional space \(H = L^2(0,1)\).
scientific article; zbMATH DE number 1898306