Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (Q5358870): Difference between revisions

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scientific article; zbMATH DE number 6778540

Language	Label	Description	Also known as
English	Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing	scientific article; zbMATH DE number 6778540

Statements

instance of

scholarly article

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title

Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing (English)

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SIAM Journal on Control and Optimization

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publication date

22 September 2017

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full work available at URL

https://arxiv.org/abs/1607.06502

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zbMATH Keywords

optimal control of stochastic delay equations

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delay in the control

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lack of structure condition

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second order Hamilton-Jacobi-Bellman equations in infinite dimension

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smoothing properties of transition semigroups

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MaRDI profile type

MaRDI publication profile

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cites work

Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations

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Representation and control of infinite dimensional systems

0 references

Impulse control problem on finite horizon with execution delay

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Second-Order Hamilton–Jacobi Equations in Infinite Dimensions

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Q4279406

0 references

Generalized one-sided estimates for solutions of Hamilton-Jacobi equations and applications

0 references

Q4852704

0 references

Strong solutions of Cauchy problems associated to weakly continuous semigroups

0 references

Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces

0 references

Stochastic Equations in Infinite Dimensions

0 references

Ergodicity for Infinite Dimensional Systems

0 references

Regular densities of invariant measures in Hilbert spaces

0 references

Q4544913

0 references

Stochastic Optimal Control in Infinite Dimension

0 references

Solving optimal growth models with vintage capital: The dynamic programming approach

0 references

A stochastic control problem with delay arising in a pension fund model

0 references

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions

0 references

HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks

0 references

Dynamic Programming for Optimal Control Problems with Delays in the Control Variable

0 references

Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control

0 references

Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations

0 references

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

0 references

Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem

0 references

Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities

0 references

Q3375703

0 references

On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects

0 references

Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks

0 references

Geometric theory of semilinear parabolic equations

0 references

Q3992729

0 references

Q5687977

0 references

When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?

0 references

Q4364774

0 references

Semilinear Kolmogorov equations and applications to stochastic optimal control

0 references

Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces

0 references

Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces

0 references

Q4029028

0 references

On a class of Markov type semigroups in spaces of uniformly continuous and bounded functions

0 references

How violent are fast controls?

0 references

How violent are fast controls? II

0 references

The Infinite Time Quadratic Control Problem for Linear Systems with State and Control Delays: An Evolution Equation Approach

0 references

Q4255599

0 references

Mathematical control theory: an introduction

0 references

Identifiers

zbMATH Open document ID

1375.93140

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DOI

10.1137/16M1070128

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5358870

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-Fausto Gozzi
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+Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
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@@ Property / cites work @@
+Representation and control of infinite dimensional systems
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@@ Property / cites work @@
+Impulse control problem on finite horizon with execution delay
+Normal rank
@@ Property / cites work @@
+Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
+Normal rank
@@ Property / cites work @@
+Q4279406
@@ Property / cites work: Q4279406 / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized one-sided estimates for solutions of Hamilton-Jacobi equations and applications
+Normal rank
@@ Property / cites work @@
+Q4852704
@@ Property / cites work: Q4852704 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong solutions of Cauchy problems associated to weakly continuous semigroups
+Normal rank
@@ Property / cites work @@
+Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodicity for Infinite Dimensional Systems
@@ Property / cites work: Ergodicity for Infinite Dimensional Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Regular densities of invariant measures in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+Q4544913
@@ Property / cites work: Q4544913 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Control in Infinite Dimension
@@ Property / cites work: Stochastic Optimal Control in Infinite Dimension / rank @@
+Normal rank
@@ Property / cites work @@
+Solving optimal growth models with vintage capital: The dynamic programming approach
+Normal rank
@@ Property / cites work @@
+A stochastic control problem with delay arising in a pension fund model
+Normal rank
@@ Property / cites work @@
+HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, I: Regularity of Viscosity Solutions
+Normal rank
@@ Property / cites work @@
+HJB Equations for the Optimal Control of Differential Equations with Delays and State Constraints, II: Verification and Optimal Feedbacks
+Normal rank
@@ Property / cites work @@
+Dynamic Programming for Optimal Control Problems with Delays in the Control Variable
+Normal rank
@@ Property / cites work @@
+Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
+Normal rank
@@ Property / cites work @@
+Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations
+Normal rank
@@ Property / cites work @@
+Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
+Normal rank
@@ Property / cites work @@
+Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
+Normal rank
@@ Property / cites work @@
+Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities
+Normal rank
@@ Property / cites work @@
+Q3375703
@@ Property / cites work: Q3375703 / rank @@
+Normal rank
@@ Property / cites work @@
+On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks
+Normal rank
@@ Property / cites work @@
+Geometric theory of semilinear parabolic equations
+Normal rank
@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5687977
@@ Property / cites work: Q5687977 / rank @@
+Normal rank
@@ Property / cites work @@
+When Are HJB-Equations in Stochastic Control of Delay Systems Finite Dimensional?
+Normal rank
@@ Property / cites work @@
+Q4364774
@@ Property / cites work: Q4364774 / rank @@
+Normal rank
@@ Property / cites work @@
+Semilinear Kolmogorov equations and applications to stochastic optimal control
+Normal rank
@@ Property / cites work @@
+Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces
+Normal rank
@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank
@@ Property / cites work @@
+On a class of Markov type semigroups in spaces of uniformly continuous and bounded functions
+Normal rank
@@ Property / cites work @@
+How violent are fast controls?
@@ Property / cites work: How violent are fast controls? / rank @@
+Normal rank
@@ Property / cites work @@
+How violent are fast controls? II
@@ Property / cites work: How violent are fast controls? II / rank @@
+Normal rank
@@ Property / cites work @@
+The Infinite Time Quadratic Control Problem for Linear Systems with State and Control Delays: An Evolution Equation Approach
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical control theory: an introduction
@@ Property / cites work: Mathematical control theory: an introduction / rank @@
+Normal rank
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+W2952441701
@@ Property / OpenAlex ID: W2952441701 / rank @@
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