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Dynamic Programming for the stochastic Navier-Stokesequations

Published online by Cambridge University Press:  15 April 2002

Giuseppe da Prato  and
Arnaud Debussche
Giuseppe da Prato
Affiliation:
Scuola Normale Superiore di Pisa, Piazza dei Cavalieri 7, 56126 Pisa, Italy.
Arnaud Debussche
Affiliation:
CNRS et Université de Paris-Sud, 91405 Orsay Cedex, France. (arnaud.debussche@math.u-psud.fr)
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Abstract

We solve an optimal cost problem for a stochasticNavier-Stokes equation in spacedimension 2 by proving existence and uniqueness of a smooth solution of the corresponding Hamilton-Jacobi-Bellman equation.

Keywords

Stochastic Navier-Stokes equationsdynamic programmingoptimal controlHamilton-Jacobi-Bellmann equations.
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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