Stochastic optimal control of a evolutionary $p$-Laplace equation with multiplicative Lévy noise

Majee, Ananta K.

ESAIM: Control, Optimisation and Calculus of Variations, Tome 26 (2020), article no. 100.

Suite au passage du modèle économique de la revue en S20, le texte intégral des articles des années 2019 et 2020 est accessible uniquement sur le site de l'éditeur et est réservé aux abonnés.

In this article, we are interested in an initial value optimal control problem for a evolutionary p-Laplace equation driven by multiplicative Lévy noise. We first present wellposedness of a weak solution by using an implicit time discretization of the problem, along with the Jakubowski version of the Skorokhod theorem for a non-metric space. We then formulate associated control problem, and establish existence of an optimal solution by using variational method and exploiting the convexity property of the cost functional.

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