Optimal distributed and tangential boundary control for the unsteady stochastic Stokes equations

Max Planck Institute for Dynamics of Complex Technical Systems, Sandtorstraße 1, 39106 Magdeburg, Germany.

^* Corresponding author: trautwein@mpi-magdeburg.mpg.de

Received: 22 August 2018
Accepted: 6 July 2019

Abstract

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.