Stochastic Control of Tidal Dynamics Equation with Lévy Noise

Pooja Agarwal; Utpal Manna; Debopriya Mukherjee

doi:10.1007/s00245-017-9440-2

Stochastic Control of Tidal Dynamics Equation with Lévy Noise

Pooja Agarwal, Utpal Manna, Debopriya Mukherjee

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Begutachtung

5 Zitate (Scopus)

Abstract

In this work we first present the existence, uniqueness and regularity of the strong solution of the tidal dynamics model perturbed by Lévy noise. Monotonicity arguments have been exploited in the proofs. We then formulate a martingale problem of Stroock and Varadhan associated to an initial value control problem and establish existence of optimal controls.

Originalsprache	Englisch
Seiten (von - bis)	327-396
Seitenumfang	70
Fachzeitschrift	Applied Mathematics and Optimization
Jahrgang	79.2019
Ausgabenummer	2
Frühes Online-Datum	13 Juli 2017
DOIs	https://doi.org/10.1007/s00245-017-9440-2
Publikationsstatus	Veröffentlicht - 1 Apr. 2019
Extern publiziert	Ja

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10.1007/s00245-017-9440-2

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title = "Stochastic Control of Tidal Dynamics Equation with L{\'e}vy Noise",

abstract = "In this work we first present the existence, uniqueness and regularity of the strong solution of the tidal dynamics model perturbed by L{\'e}vy noise. Monotonicity arguments have been exploited in the proofs. We then formulate a martingale problem of Stroock and Varadhan associated to an initial value control problem and establish existence of optimal controls.",

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KW - Minty–Browder theory

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