Regular solutions of second-order stationary Hamilton-Jacobi equations

DOI10.1006/JDEQ.1996.0139zbMath0864.34058OpenAlexW2047765974MaRDI QIDQ1924456

Fausto Gozzi, Elisabeth Rouy

Publication date: 1 July 1997

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jdeq.1996.0139

zbMATH Keywords

maximal monotone operatorsHamilton-Jacobi equationtransition semigroupOrnstein-Uhlenbeck semigroupoptimal stochastic control problems

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Nonlinear differential equations in abstract spaces (34G20) Optimal stochastic control (93E20)

Related Items (14)

Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. ⋮ Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula ⋮ On Stochastic Ergodic Control in Infinite Dimensions ⋮ 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 ⋮ Robust control of parabolic stochastic partial differential equations under model uncertainty ⋮ Generalized solutions of HJB equations applied to stochastic control on Hilbert space ⋮ HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition ⋮ Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators ⋮ Mild solutions of semilinear elliptic equations in Hilbert spaces ⋮ Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation ⋮ Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control ⋮ Dynamic programming for the stochastic Burgers equation

This page was built for publication: Regular solutions of second-order stationary Hamilton-Jacobi equations