Existence of optimal and ε-optimal controls for the stochastic Navier-Stokes equation
Nonlinear Analysis: Theory, Methods & Applications
Error Estimates of Stochastic Optimal Neumann Boundary Control Problems
SIAM Journal on Numerical Analysis
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We consider a control problem for a stochastic Burgers equation. This problem is motivated by a model from the control of Turbulence (see [Choi et al., J. Fluid Mech., 253 (1993), pp. 509--543]). We study a sequence of approximated Hamilton--Jacobi equations by using dynamic programming.