On the existence of optimal and ε-optimal feedback controls for stochastic second grade fluids

被引：7

作者：

Cipriano, Fernanda ^{[1
,2
]}

Pereira, Diogo ^{[1
]}

机构：

[1] Univ Nova Lisboa, FCT, CMA, Lisbon, Portugal

[2] Univ Nova Lisboa, Fac Ciencias & Tecnol, Dept Matemat, Lisbon, Portugal

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2019年 / 475卷 / 02期

关键词：

Feedback optimal control; epsilon-Optimal feedback control; Second grade fluids; Stochastic differential equation; EQUATIONS;

D O I：

10.1016/j.jmaa.2019.03.064

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This article deals with a feedback optimal control problem for the stochastic second grade fluids. More precisely, we establish the existence of an optimal feedback control for the two-dimensional stochastic second grade fluids, with Navier-slip boundary conditions. In addition, using the Galerkin approximations, we show that the optimal cost can be approximated by a sequence of finite dimensional optimal costs, showing the existence of the so-called E optimal feedback control. (C) 2019 Elsevier Inc. All rights reserved.

引用

页码：1956 / 1977

页数：22

共 50 条

[31] Constructing optimal feedback controls
不详
OPTIMAL FEEDBACK CONTROL, 1995, 207 : 135 - 159
[32] Inverse stochastic optimal controls
Nakano, Yumiharu
AUTOMATICA, 2023, 149
[33] ON THE APPROXIMATION OF OPTIMAL STOCHASTIC CONTROLS
HAUSSMANN, UG
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1983, 40 (03) : 433 - 450
[34] STRUCTURE OF OPTIMAL STOCHASTIC CONTROLS
BALAKRISHNAN, AV
APPLIED MATHEMATICS AND OPTIMIZATION, 1974, 1 (01): : 87 - 94
[35] A SECOND-ORDER MAXIMUM PRINCIPLE FOR SINGULAR OPTIMAL STOCHASTIC CONTROLS
Tang, Shanjian
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2010, 14 (04): : 1581 - 1599
[36] STRUCTURAL STOCHASTIC OPTIMAL CONTROLS WITH OPTIMAL CONTROLLER TOPOLOGY
Peng, Yong-Bo
Chen, Jian-Bing
Li, Jie
PROCEEDINGS OF THE ELEVENTH INTERNATIONAL SYMPOSIUM ON STRUCTURAL ENGINEERING, VOL I AND II, 2010, : 804 - 810
[37] Existence of optimal stochastic controls and global solutions of forward-backward stochastic differential equations
Fuhrman, M
Tessitore, G
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2004, 43 (03) : 813 - 830
[38] Optimal programmed controls:: existence and approximation
Khrychëv, DA
SBORNIK MATHEMATICS, 2001, 192 (5-6) : 763 - 783
[39] ON THE EXISTENCE OF OPTIMAL PARTIALLY OBSERVED CONTROLS
ELLIOTT, RJ
KOHLMANN, M
APPLIED MATHEMATICS AND OPTIMIZATION, 1982, 9 (01): : 41 - 66
[40] EXISTENCE OF OPTIMAL CONTROLS FOR DIFFUSION EQUATION
WILSON, DA
RUBIO, JE
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1977, 22 (01) : 91 - 101

← 1 2 3 4 5 →