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Dynamic Programming for the stochastic Navier-Stokesequations
Published online by Cambridge University Press: 15 April 2002
Abstract
We solve an optimal cost problem for a stochastic Navier-Stokes equation in space dimension 2 by proving existence and uniqueness of a smooth solution of the corresponding Hamilton-Jacobi-Bellman equation.
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- Type
- Research Article
- Information
- ESAIM: Mathematical Modelling and Numerical Analysis , Volume 34 , Issue 2: Special issue for R. Teman's 60th birthday , March 2000 , pp. 459 - 475
- Copyright
- © EDP Sciences, SMAI, 2000
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