Optimal distributed and tangential boundary control for the unsteady stochastic stokes equations

Peter Benner, Christoph Trautwein
2019 E S A I M: Control, Optimisation and Calculus of Variations  
We consider a control problem constrained by the unsteady stochastic Stokes equations with nonhomogeneous boundary conditions in connected and bounded domains. In this paper, controls are defined inside the domain as well as on the boundary. Using a stochastic maximum principle, we derive necessary and sufficient optimality conditions such that explicit formulas for the optimal controls are derived. As a consequence, we are able to control the stochastic Stokes equations using distributed
more » ... g distributed controls as well as boundary controls in a desired way.
doi:10.1051/cocv/2019042 fatcat:qganhmzzenh5pithzilpn35e2u