Volume 34, Number 2, March/April 2000Special issue for R. Teman's 60th birthday
|Page(s)||459 - 475|
|Published online||15 April 2002|
Dynamic Programming for the stochastic Navier-Stokes equations
Scuola Normale Superiore di Pisa, Piazza dei Cavalieri
7, 56126 Pisa, Italy.
2 CNRS et Université de Paris-Sud, 91405 Orsay Cedex, France. (firstname.lastname@example.org)
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.
Mathematics Subject Classification: 35B37 / 60H15 / 76D05 / 93E20
Key words: Stochastic Navier-Stokes equations / dynamic programming / optimal control / Hamilton-Jacobi-Bellmann equations.
© EDP Sciences, SMAI, 2000
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