Menaldi, J. L.; Sritharan, S. S. Remarks on impulse control problems for the stochastic Navier-Stokes equations. (English) Zbl 1049.93093 Aizicovici, Sergiu (ed.) et al., Differential equations and control theory. Papers from the international workshop on differential equations and optimal control, Athens, OH, USA, May 12–14, 2000. New York, NY: Marcel Dekker (ISBN 0-8247-0681-1/pbk). Lect. Notes Pure Appl. Math. 225, 245-255 (2002). Summary: We review certain recent developments in impulse control problems for the stochastic Navier-Stokes equations. The dynamic programming equation for the optimal impulse control problem arises as a quasi-variational inequality in infinite dimensions, which is resolved in a weak sense using the semigroup approach.For the entire collection see [Zbl 1044.35001]. Cited in 3 Documents MSC: 93E20 Optimal stochastic control 35R60 PDEs with randomness, stochastic partial differential equations 76D55 Flow control and optimization for incompressible viscous fluids 93C57 Sampled-data control/observation systems PDFBibTeX XMLCite \textit{J. L. Menaldi} and \textit{S. S. Sritharan}, Lect. Notes Pure Appl. Math. 225, 245--255 (2002; Zbl 1049.93093)