Stochastic Control of Tidal Dynamics Equation with Lévy Noise

Publikationen: Beitrag in FachzeitschriftArtikelForschung(peer-reviewed)

Autoren

Externe Organisationseinheiten

  • Brown University
  • Indian Institute of Science Education and Research Thiruvananthapuram

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.

Details

OriginalspracheEnglisch
Seiten (von - bis)327-396
Seitenumfang70
FachzeitschriftApplied Mathematics and Optimization
Jahrgang79.2019
Ausgabenummer2
Frühes Online-Datum13 Juli 2017
DOIs
StatusVeröffentlicht - 1 Apr. 2019
Extern publiziertJa