HJB equations in infinite dimensions under weak regularizing properties (Q2397772): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2963159485 / rank | |||
Normal rank | |||
Revision as of 01:07, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HJB equations in infinite dimensions under weak regularizing properties |
scientific article |
Statements
HJB equations in infinite dimensions under weak regularizing properties (English)
0 references
23 May 2017
0 references
Hamilton-Jacobi-Bellman equations
0 references
mild solutions
0 references
Lipschitz-Hamiltonian and Lipschitz continuous final conditions
0 references
transition semigroup
0 references
stochastic optimal control problems
0 references
