Dynamic programming equations of stochastic optimal control in banach space

DOI10.1080/07362999508809404MaRDI QIDQ4835295zbMATH OpenOpenAlexFDO

Authors Qingxin Zhu, N. U. Ahmed

Publication date 22 June 1995

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999508809404

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Control/observation systems in abstract spaces (93C25) Optimal stochastic control (93E20)

Recommendations

• Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces
• Some results on parabolic equations in Banach space
• Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain
• Optimal control problems for stochastic delay evolution equations in Banach spaces
• The dynamic programming equation for stochastic optical control in hilbert spaces: a variational approach

Cites work

• Existence for the dynamic programming equation of control diffusion processes in Hilbert space
• Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
• Semigroups of linear operators and applications to partial differential equations
• Some results on parabolic evolution equations with infinitely many variables

Cited in

(3)

• Mild solutions to the dynamic programming equation for stochastic optimal control problems
• The dynamic programming equation for a stochastic volatility optimal control problem
• Dynamic programming principle for stochastic control problems driven by general Lévy noise

This page was built for publication: Dynamic programming equations of stochastic optimal control in banach space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4835295)