Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise
نویسندگان
چکیده
منابع مشابه
Nonlinear stochastic equations with multiplicative Lévy noise.
The Langevin equation with a multiplicative Lévy white noise is solved. The noise amplitude and the drift coefficient have a power-law form. A validity of ordinary rules of the calculus for the Stratonovich interpretation is discussed. The solution has the algebraic asymptotic form and the variance may assume a finite value for the case of the Stratonovich interpretation. The problem of escapin...
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We are here concerned with an optimal control problem for a state equation of parabolic type on a bounded real interval, which for convenience we take equal to [0, π]. We stress the fact that we consider Neumann boundary conditions in which the derivative of the unknown is equal to the sum of the control and of a white noise in time, namely: ∂y ∂s (s, ξ) = ∂2y ∂ξ2 (s, ξ) + f(s, y(s, ξ)...
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has this character. Even obvious results for this equation may require advanced estimates in the proofs. We refer to the books [DB] and [WZYL] about this equation, which is called the “evolutionary p-Laplacian equation,” the “p-parabolic equation” or even the “non-Newtonian equation of filtration.”. Our objective is to study the regularity of the viscosity supersolutions and their spatial gradi...
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ژورنال
عنوان ژورنال: ESAIM: Control, Optimisation and Calculus of Variations
سال: 2020
ISSN: 1292-8119,1262-3377
DOI: 10.1051/cocv/2020028