Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (Q860708): Difference between revisions
From MaRDI portal
Latest revision as of 11:12, 25 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach |
scientific article |
Statements
Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (English)
0 references
9 January 2007
0 references
Hamilton-Jacobi equation
0 references
stochastic evolution equation
0 references
stochastic optimal control
0 references
dynamic programming
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references