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Paper detail

Dynamic Programming of Stochastic Burgers Equation Driven by Levy Noise

In this work, we study the optimal control of stochastic Burgers equation perturbed by Gaussian and Levy type noises with distributed control process acting on the state equation. We use the dynamic programming approach for the second order Hamilton-Jacobi- Bellman (HJB) equation consisting of an integro-differential operator with Levy measure associated with the stochastic control problem. Using the regularizing properties of the transition semigroup corresponding to the stochastic Burgers equation and compactness arguments, we solve the HJB equation and the resultant feedback control problem.

preprint2022arXivOpen access
Manil T. MohanK. SakthivelSivaguru S. Sritharan
math.APmath.OC
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Manil T. MohanK. SakthivelSivaguru S. Sritharan

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