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 HamiltonJacobi-Bellman equation, in the space of probability measures, is well posed in an appropriately defined viscosity solution sense.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.