Optimal Contool for a Mixed Flow of Hamiltonian and Gradient Type in Space of Probability Measures
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Issue Date
2013-08Author
Feng, Jin
Swiech, Andrezej
Stefanov, Atanas G.
Publisher
American Mathmatical Society
Type
Article
Article Version
Scholarly/refereed, publisher version
Metadata
Show full item recordAbstract
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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Citation
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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