Optimal control for a mixed flow of hamiltonian and gradient type in space of probability measures

Academic Article


  • 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 Hamilton- Jacobi-Bellman equation, in the space of probability measures, is well posed in an appropriately defined viscosity solution sense. © 2013 American Mathematical Society.
  • Authors

    Digital Object Identifier (doi)

    Author List

  • Feng J; Świech A; Stefanov A
  • Start Page

  • 3987
  • End Page

  • 4039
  • Volume

  • 365
  • Issue

  • 8