Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179): Difference between revisions
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Latest revision as of 01:39, 18 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula |
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Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (English)
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17 December 2018
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stochastic optimal control
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infinite dimensional HJB equation
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Dynkin's formula
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transition semigroup
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verification theorem
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optimal feedback
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