Stochastic Control of Tidal Dynamics Equation with Lévy Noise
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Authors
External Organisational units
- Brown University
- Indian Institute of Science Education and Research (IISER) 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
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 |