Optimal control problems constrained by the stochastic Navier-Stokes equations with multiplicative Levy noise

被引:8
|
作者
Benner, Peter [1 ]
Trautwein, Christoph [1 ]
机构
[1] Max Planck Inst Dynam Complex Tech Syst, Sandtorstr 1, D-39106 Magdeburg, Germany
关键词
Levy process; local mild solution; stochastic Navier-Stokes equations; stochastic optimal control; SUBJECT; DRIVEN; LR;
D O I
10.1002/mana.201700185
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We consider the controlled stochastic Navier-Stokes equations in a bounded multidimensional domain, where the noise term allows jumps. In order to prove existence and uniqueness of an optimal control w.r.t. a given control problem, we first need to show the existence and uniqueness of a local mild solution of the considered controlled stochastic Navier-Stokes equations. We then discuss the control problem, where the related cost functional includes stopping times dependent on controls. Based on the continuity of the cost functional, we can apply existence and uniqueness results provided in [4], which enables us to show that a unique optimal controlexists.
引用
收藏
页码:1444 / 1461
页数:18
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