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Dynamic programming for the stochastic burgers equation
| Content Provider | Semantic Scholar |
|---|---|
| Author | Prato, Giuseppe Da Debussche, Arnaud |
| Copyright Year | 2000 |
| Abstract | We solve a control problem for the stochastic Burgers equation using the dynamic programming approach. The cost functional involves exponentially growing functions and the analog of the kinetic energy; the case of a distributed parameter control is considered. The Hamilton-Jacobi equation is solved by a compactness method and a-priori estimates are obtained thanks to the regularizing properties of the transition semigroup associated to the stochastic Burgers equation; a fixed point argument does not seem to apply here. |
| Starting Page | 143 |
| Ending Page | 174 |
| Page Count | 32 |
| File Format | PDF HTM / HTML |
| DOI | 10.1007/BF02505893 |
| Alternate Webpage(s) | http://www.math.u-psud.fr/~biblio/pub/1998/fic/ppo_1998_82.ps |
| Alternate Webpage(s) | https://doi.org/10.1007/BF02505893 |
| Volume Number | 178 |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |