随机Navier-Stokes方程的脉冲控制

An impulse control of stochastic Navier-Stokes equation

研究了随机Navier-Stokes方程的脉冲控制问题,通过压缩原理,证明了脉冲控制的存在性和唯一性,并且给出了使得性能指标达到最小时的停时。

In the paper, an impulse control of stochastic Navier-Stokes equation is considered. Existence and uniqueness of an impulse control are proved with contraction principal and a shopping time is given when the performance index is optimal.