Stochastic Control of Tidal Dynamics Equation with Lévy Noise

@article{Agarwal2015StochasticCO,
  title={Stochastic Control of Tidal Dynamics Equation with L{\'e}vy Noise},
  author={Pooja Agarwal and Utpal Manna and Debopriya Mukherjee},
  journal={Applied Mathematics & Optimization},
  year={2015},
  volume={79},
  pages={327-396}
}
  • Pooja Agarwal, Utpal Manna, Debopriya Mukherjee
  • Published 2015
  • Mathematics
  • Applied Mathematics & Optimization
  • In this work we first present the existence, uniqueness and regularity of the strong solution of the tidal dynamics model perturbed by Lévy 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. 

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