Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (Q860708): Difference between revisions
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Revision as of 18:57, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach |
scientific article |
Statements
Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (English)
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9 January 2007
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Hamilton-Jacobi equation
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stochastic evolution equation
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stochastic optimal control
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dynamic programming
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