HJB equations in infinite dimensions under weak regularizing properties (Q2397772): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HJB equations in infinite dimensions under weak regularizing properties |
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HJB equations in infinite dimensions under weak regularizing properties (English)
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23 May 2017
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Hamilton-Jacobi-Bellman equations
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mild solutions
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Lipschitz-Hamiltonian and Lipschitz continuous final conditions
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transition semigroup
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stochastic optimal control problems
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