Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179): Difference between revisions

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Revision as of 16:24, 17 July 2024

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Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula
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    Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (English)
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    17 December 2018
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    stochastic optimal control
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    infinite dimensional HJB equation
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    Dynkin's formula
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    transition semigroup
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    verification theorem
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    optimal feedback
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