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.
Original language | English |
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Pages (from-to) | 327-396 |
Number of pages | 70 |
Journal | Applied Mathematics and Optimization |
Volume | 79.2019 |
Issue number | 2 |
Early online date | 13 Jul 2017 |
DOIs | |
Publication status | Published - 1 Apr 2019 |
Externally published | Yes |
Keywords
- Initial value control
- Martingale solution
- Minty–Browder theory
- Stochastic control
- Tide equation