TY - JOUR

T1 - Stochastic Control of Tidal Dynamics Equation with Lévy Noise

AU - Agarwal, Pooja

AU - Manna, Utpal

AU - Mukherjee, Debopriya

PY - 2019/4/1

Y1 - 2019/4/1

N2 - 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.

AB - 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.

KW - Initial value control

KW - Martingale solution

KW - Minty–Browder theory

KW - Stochastic control

KW - Tide equation

UR - http://www.scopus.com/inward/record.url?scp=85023748387&partnerID=8YFLogxK

U2 - 10.1007/s00245-017-9440-2

DO - 10.1007/s00245-017-9440-2

M3 - Article

AN - SCOPUS:85023748387

VL - 79.2019

SP - 327

EP - 396

JO - Applied Mathematics and Optimization

JF - Applied Mathematics and Optimization

SN - 0095-4616

IS - 2

ER -