Manil T. Mohan

Hamilton-Jacobi-Bellman equation and viscosity solutions for the optimal control problem of stochastic convective Brinkman-Forchheimer equations

This work is devoted to the infinite-dimensional second-order Hamilton-Jacobi-Bellman equation associated, via the dynamic programming approach, with an optimal control problem for the two- and three-dimensional stochastic convective Brinkman-Forchheimer equations on the torus, d...