Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (Q860708): Difference between revisions

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Latest revision as of 11:12, 25 June 2024

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Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
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    Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (English)
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    9 January 2007
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    Hamilton-Jacobi equation
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    stochastic evolution equation
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    stochastic optimal control
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    dynamic programming
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