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arxiv: 1501.00590 · v2 · pith:NP6F2X3Ynew · submitted 2015-01-03 · 🧮 math.PR · math.AP· math.OC

Stochastic Control of Tidal Dynamics Equation with Levy Noise

classification 🧮 math.PR math.APmath.OC
keywords controldynamicsexistencenoiseproblemtidalargumentsassociated
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In this work we first present the existence, uniqueness and regularity of the strong solution of the tidal dynamics model perturbed by L\'evy 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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