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Optimal Contool for a Mixed Flow of Hamiltonian and Gradient Type in Space of Probability Measures

Feng, Jin
; 
Swiech, Andrezej
; 
Stefanov, Atanas G.
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Abstract
Abstract. In this paper we investigate an optimal control problem in the space of measures on R2. The problem is motivated by a stochastic interacting particle model which gives the 2-D Navier-Stokes equations in their vorticity formulation as a mean-field equation. We prove that the associated Hamilton- Jacobi-Bellman equation, in the space of probability measures, is well posed in an appropriately defined viscosity solution sense.
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2013-08
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American Mathmatical Society
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Mathematics Scholarly Works
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Feng, Jin; Andrezej Swiech and Atanas Stefanov. "Optimal Contool for a Mixed Flow of Hamiltonian and Gradient Type in Space of Probability Measures." TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 365, Number 8, August 2013, Pages 3987–4039 S 0002-9947(2013)05634-6
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https://hdl.handle.net/1808/14453
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