随机Navier-Stokes方程的近似最优控制问题

摘要

讨论了随机 Navier-Stokes方程的近似最优控制问题。利用 Ito^公式,Burkholder-Davis-Gundy不等式,伴随方程以及极大值原理,证明了近似最优控制存在的充分条件。%In the paper,the near-optimal control problems of stochastic Navier-Stokes equation are discussed.The sufficient conditions for the near-optimal control are proved by Ito^′s formula,Burkholder-Davis-Gundy inequation,adjoint equation and maximum principle.