Stochastic optimal control in infinite dimensions with state constraints (Q2157306): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.na.2022.113050 / rank
Normal rank
 
Property / Wikidata QID
 
Property / Wikidata QID: Q114146000 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general Hamilton-Jacobi framework for non-linear state-constrained control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viability Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: State-Constrained Stochastic Optimal Control Problems via Reachability Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Control of State Constrained Age-Structured Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control versus stochastic target problems: an equivalence result / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Control under Stochastic Target Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Target Problems with Controlled Loss / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak Dynamic Programming for Generalized State Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: A level-set approach for stochastic optimal control problems under controlled-loss constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of stochastic control under state constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hamilton-Jacobi Equations with State Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Control Problems for Stochastic Reaction-Diffusion Systems with Non-Lipschitz Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Equations in Infinite Dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Optimal Control in Infinite Dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hamilton–Jacobi Equations Arising from Boundary Control Problems with State Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3884418 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discontinuous solutions of Hamilton-Jacobi-Bellman equation under state constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2790519 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Viability of stochastic semi-linear control systems via the quasi-tangency condition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Accelerated Finite Difference Schemes for Linear Stochastic Partial Differential Equations in the Whole Space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving high-dimensional partial differential equations using deep learning / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Existence of Optimal Controls / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hamilton-Jacobi-Bellman equations for optimal control processes with convex state constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Higher Order Pathwise Numerical Approximations of SPDEs with Additive Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: State-Constraint Static Hamilton--Jacobi Equations in Nested Domains / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Viscosity Approach to Infinite-Dimensional Hamilton--Jacobi Equations Arising in Optimal Control with State Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic partial differential equations: an introduction / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Partial Differential Equations with Levy Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the convergence of monotone schemes for path-dependent PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Control with State-Space Constraint I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4313775 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Survey of Measurable Selection Theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical methods for stochastic partial differential equations with white noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Existence of Optimal Relaxed Controls of Stochastic Partial Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control problem for stochastic evolution equations in Hilbert spaces / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.NA.2022.113050 / rank
 
Normal rank

Latest revision as of 07:06, 17 December 2024

scientific article
Language Label Description Also known as
English
Stochastic optimal control in infinite dimensions with state constraints
scientific article

    Statements

    Stochastic optimal control in infinite dimensions with state constraints (English)
    0 references
    27 July 2022
    0 references
    state-constrained control problem
    0 references
    Hamilton-Jacobi-Bellman equation in infinite dimensions
    0 references
    viscosity solution
    0 references
    backward reachability analysis
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references