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A Stochastic Maximum Principle for Control Problems Constrained by the Stochastic Navier-Stokes Equations

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Benner,  Peter
Computational Methods in Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society;

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Trautwein,  Christoph
Computational Methods in Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society;
International Max Planck Research School (IMPRS), Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society;

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1810.12119.pdf
(プレプリント), 500KB

Benner_3007060.pdf
(出版社版), 523KB

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引用

Benner, P., & Trautwein, C. (2021). A Stochastic Maximum Principle for Control Problems Constrained by the Stochastic Navier-Stokes Equations. Applied Mathematics and Optimization, 84, 1001-1054. doi:10.1007/s00245-021-09792-6.


引用: https://hdl.handle.net/21.11116/0000-0002-6DDA-F
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