Volume 26, 2020
|Number of page(s)||32|
|Published online||16 September 2020|
Optimal distributed and tangential boundary control for the unsteady stochastic Stokes equations
Max Planck Institute for Dynamics of Complex Technical Systems,
* Corresponding author: firstname.lastname@example.org
Accepted: 6 July 2019
We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the boundary. Using a stochastic maximum principle, we derive necessary and sufficient optimality conditions such that explicit formulas for the optimal controls are derived. As a consequence, we are able to control the stochastic Stokes equations using distributed controls as well as boundary controls in a desired way.
Mathematics Subject Classification: 76D07 / 93E20
Key words: Stochastic control / Stokes equations / Q-Wiener process / boundary control / maximum principle
© EDP Sciences, SMAI 2020
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