Dynamic programming for the stochastic Burgers equation
type: Item
instance of: scholarly article
title: Dynamic programming for the stochastic Burgers equation
zbMATH Open document ID: 1016.49024
DOI: 10.1007/BF02505893
author: Guiseppe Da Prato
author: A. Debussche
published in: Annali di Matematica Pura ed Applicata. Serie Quarta
publication date: 2003-04-22T00:00:00Z
review text: 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 \(H = L^2(0,1)\).
reviewed by: Karel Zimmermann
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 90C39
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 1898306
zbMATH Keywords: dynamic programming
zbMATH Keywords: stochastic control
zbMATH Keywords: Burgers equation
zbMATH Keywords: Hamilton-Jacobi equation
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02505893
OpenAlex ID: W1972715243
description: scientific article; zbMATH DE number 1898306