Stochastic Control of Tidal Dynamics Equation with Lévy Noise
Research output: Contribution to journal › Article › Research › peer-review
Standard
In: Applied Mathematics and Optimization, Vol. 79.2019, No. 2, 01.04.2019, p. 327-396.
Research output: Contribution to journal › Article › Research › peer-review
Harvard
APA
Vancouver
Author
Bibtex - Download
}
RIS (suitable for import to EndNote) - Download
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 -
