화학공학소재연구정보센터
Applied Mathematics and Optimization, Vol.79, No.2, 327-396, 2019
Stochastic Control of Tidal Dynamics Equation with Levy Noise
In this work we first present the existence, uniqueness and regularity of the strong solution of the tidal dynamics model perturbed by Levy noise. Monotonicity arguments have been exploited in the proofs. We then formulate a martingale problem of Stroock and Varadhan associated to an initial value control problem and establish existence of optimal controls.