Stochastic optimal control in infinite dimensions with state constraints (Q2157306): Difference between revisions
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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)
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27 July 2022
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state-constrained control problem
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Hamilton-Jacobi-Bellman equation in infinite dimensions
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viscosity solution
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backward reachability analysis
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