Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain (Q3518310): Difference between revisions

Latest revision as of 13:18, 28 June 2024

scientific article

Language	Label	Description	Also known as
English	Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain	scientific article

Statements

instance of

scholarly article

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title

Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain (English)

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author

Federica Masiero

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published in

Stochastic Analysis and Applications

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publication date

7 August 2008

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zbMATH Keywords

Backward stochastic differential equations

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Hamilton Jacobi Bellman equations

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07362990802128842

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cites work

Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control

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Optimal Control Problems for Stochastic Reaction-Diffusion Systems with Non-Lipschitz Coefficients

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Second order PDE's in finite and infinite dimension

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User’s guide to viscosity solutions of second order partial differential equations

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Ergodicity for Infinite Dimensional Systems

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Q4032143

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Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control

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Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem

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Contróle Exact De Léquation De La Chaleur

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Semilinear Kolmogorov equations and applications to stochastic optimal control

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Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces

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Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces

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Q4029028

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Identifiers

zbMATH Open document ID

1196.60124

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DOI

10.1080/07362990802128842

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:3518310

@@ Property / cites work @@
+Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control
+Normal rank
@@ Property / cites work @@
+Optimal Control Problems for Stochastic Reaction-Diffusion Systems with Non-Lipschitz Coefficients
+Normal rank
@@ Property / cites work @@
+Second order PDE's in finite and infinite dimension
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Ergodicity for Infinite Dimensional Systems
@@ Property / cites work: Ergodicity for Infinite Dimensional Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
+Normal rank
@@ Property / cites work @@
+Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
+Normal rank
@@ Property / cites work @@
+Contróle Exact De Léquation De La Chaleur
@@ Property / cites work: Contróle Exact De Léquation De La Chaleur / rank @@
+Normal rank
@@ Property / cites work @@
+Semilinear Kolmogorov equations and applications to stochastic optimal control
+Normal rank
@@ Property / cites work @@
+Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces
+Normal rank
@@ Property / cites work @@
+Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces
+Normal rank
@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank