Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions

DOI10.1007/BF02392299zbMath0757.93082MaRDI QIDQ1813211

Pierre-Louis Lions

Publication date: 25 June 1992

Published in: Acta Mathematica (Search for Journal in Brave)

zbMATH Keywords

weak solutionsHamilton-Jacobi-Bellman equationsviscosity solutionsoptimal stochastic control problemsnonlinear second-order degenerate elliptic equations

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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