A carregar...
Publicação
On the existence of optimal and ϵ−optimal feedback controls for stochastic second grade fluids
| Nome: | Descrição: | Tamanho: | Formato: | |
|---|---|---|---|---|
| 364.66 KB | Adobe PDF |
Autores
Orientador(es)
Resumo(s)
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 ϵ−optimal feedback control.
Descrição
The authors are very grateful to the institutions Fundacao Calouste Gulbenkian, and Fundacao para a Ciencia e a Tecnologia due to the financial support. The work of D. Pereira was supported by the Fundacao Calouste Gulbenkian through the program "Estimulo a Investigacao 2016", project "Monte Carlo na equagdo Hamilton-Jacobi-Bellman". The work of F. Cipriano was supported by the Fundacao Calouste Gulbenkian through the project "Monte Carlo na equagao Hamilton-Jacobi-Bellman", and Fundacao para a Ciencia e a Tecnologia (Portuguese Foundation for Science and Technology) through the project UID/MAT/00297/2019 (Centro de Matematica e Aplicacoes).
Palavras-chave
Feedback optimal control Second grade fluids Stochastic differential equation ϵ−Optimal feedback control Analysis Applied Mathematics