an:07068054
Zbl 1420.35220
Agarwal, Pooja; Manna, Utpal; Mukherjee, Debopriya
Stochastic control of tidal dynamics equation with L??vy noise
EN
Appl. Math. Optim. 79, No. 2, 327-396 (2019).
00434212
2019
j
35Q35 60H15 76D03 76D55 35D35 35A01 35A02 35B65 93E20
stochastic control; initial value control; tide equation; Minty-Browder theory; martingale solution
Summary: In this work we first present the existence, uniqueness and regularity of the strong solution of the tidal dynamics model perturbed by L??vy noise. Monotonicity arguments have been exploited in the proofs. We then formulate a martingale problem of \textit{D. W. Stroock} and \textit{S. R. S. Varadhan} [Multidimensional diffusion processes. Berlin, Heidelberg, New York: Springer (1979; Zbl 0426.60069)] associated to an initial value control problem and establish existence of optimal controls.
Zbl 0426.60069