| Issue |
ESAIM: M2AN
Volume 34, Number 2, March/April 2000
Special issue for R. Teman's 60th birthday
|
|
|---|---|---|
| Page(s) | 459 - 475 | |
| DOI | https://doi.org/10.1051/m2an:2000151 | |
| Published online | 15 April 2002 | |
Dynamic Programming for the stochastic Navier-Stokes equations
1
Scuola Normale Superiore di Pisa, Piazza dei Cavalieri
7, 56126 Pisa, Italy.
2
CNRS et Université de Paris-Sud, 91405 Orsay Cedex, France.
(arnaud.debussche@math.u-psud.fr)
Received:
18
November
1999
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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