Optimal Control for a Mixed Flow of Hamiltonian and Gradient Type in Space of Probability Measures
نویسنده
چکیده
Abstract. In this paper we investigate an optimal control problem in the space of measures on R. The problem is motivated by a stochastic interacting particle model which gives the 2-D Navier-Stokes equations in their vorticity formulation as 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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تاریخ انتشار 2010