Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities

From MaRDI portal
Revision as of 15:39, 1 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:1916791


DOI10.1006/jmaa.1996.0090zbMath0858.35129OpenAlexW1974640029MaRDI QIDQ1916791

Fausto Gozzi

Publication date: 31 March 1997

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1996.0090



Related Items

Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control, The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces, Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives, Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition, Weak Dirichlet processes with a stochastic control perspective, Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach, HJB equations in infinite dimensions under weak regularizing properties, A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control, A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces, Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks, HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition, Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension, Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces, HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition, On a class of forward-backward stochastic differential systems in infinite dimensions, Optimal Investment Under Information Driven Contagious Distress, Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control, A Bismut-Elworthy formula for quadratic BSDEs, The existence and uniqueness of the solution for nonlinear Kolmogorov equations, Optimal control problem for stochastic evolution equations in Hilbert spaces, Dynamic Programming for the stochastic Navier-Stokes equations, Mild solutions of semilinear elliptic equations in Hilbert spaces, Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces, Optimal control problems for stochastic delay evolution equations in Banach spaces, Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control, Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control, Optimal control of a stochastic heat equation with boundary-noise and boundary-control, A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes., Dynamic programming for the stochastic Burgers equation