HJB equations in infinite dimensions under weak regularizing properties (Q2397772): Difference between revisions

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Revision as of 07:00, 5 March 2024

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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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