Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces
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Publication:4344856
DOI10.1016/S0362-546X(96)00043-0zbMath0890.49012WikidataQ127098132 ScholiaQ127098132MaRDI QIDQ4344856
Pao-Liu Chow, José Luis Menaldi
Publication date: 22 June 1998
Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)
Hamilton-Jacobi-Bellman equationSobolev spacedynamic programminginvariant measurestrong solutionnonlinear stochastic optimal control problem
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Hamilton-Jacobi theories (49L99)
Related Items (9)
Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives ⋮ Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach ⋮ Generalized solutions of HJB equations applied to stochastic control on Hilbert space ⋮ 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 ⋮ Infinite-dimensional Kolmogorov equations in gauss-sobolev spaces ⋮ Optimal stopping-time problem for stochastic Navier-Stokes equations and infinite-dimensional variational inequalities ⋮ Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation ⋮ Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control
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- Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
- Stationary solutions of nonlinear stochastic evolution equations1
- Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
- Infinite-dimensional Kolmogorov equations in gauss-sobolev spaces
- Stochastic Equations in Infinite Dimensions
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