NDLI: Optimal Stopping Time and Impulse Control Problems for the Stochastic Navier-Stokes Equations

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Optimal Stopping Time and Impulse Control Problems for the Stochastic Navier-Stokes Equations

Content Provider	Scilit
Author	Menaldi, J. L. Sritharan, S. S.
Copyright Year	2002
Description	In this paper we will review certain recent developments in the optimal stopping and impulse control problems for the stochastic Navier-Stokes equation. One of the main ingredients of this work is a new existence and uniqueness theorem for strong solutions in two dimensions. This result is obtained by utilizing a local monotonicity property of the sum of the Stokes operator and the nonlinearity. This gives a realization of the Markov-Feller process associated with the stochastic Navier-Stokes equation. The dynamic programming equations for the optimal stopping and impulse control problems arise as variational and quasi-variational inequalities respectively in infinite dimensions. These problems are then solved in a weak sense using the semigroup approach. Book Name: Stochastic partial differential equations and applications
Related Links	https://content.taylorfrancis.com/books/download?dac=C2006-0-06358-4&isbn=9780203910177&doi=10.1201/9780203910177-21&format=pdf
Ending Page	404
Page Count	16
Starting Page	389
DOI	10.1201/9780203910177-21
Language	English
Publisher	Informa UK Limited
Publisher Date	2002-04-05
Access Restriction	Open
Subject Keyword	Book Name: Stochastic Partial Differential Equations and Applications Asian Studies Energy and Fuel Technology Optimal Stopping Equation Impulse Control Problems Stochastic Navier Stokes
Content Type	Text
Resource Type	Chapter

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