Stochastic optimal control of a evolutionary $p$-Laplace equation with multiplicative L\'{e}vy noise
Analysis of PDEs
2019-07-09 v1
Abstract
In this article, we are interested in an initial value optimal control problem for a evolutionary -Laplace equation driven by multiplicative L\'{e}vy noise. We first present wellposedness of a weak solution by using an implicit time discretization of the problem, along with the Jakubowski version of the Skorokhod theorem for a non-metric space. We then formulate associated control problem, and establish existence of an optimal solution by using variational method and exploiting the convexity property of the cost functional.
Keywords
Cite
@article{arxiv.1907.03412,
title = {Stochastic optimal control of a evolutionary $p$-Laplace equation with multiplicative L\'{e}vy noise},
author = {Ananta K. Majee},
journal= {arXiv preprint arXiv:1907.03412},
year = {2019}
}