Stochastic optimal control in infinite dimensions with state constraints (Q2157306)

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scientific article; zbMATH DE number 7564613
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    Stochastic optimal control in infinite dimensions with state constraints
    scientific article; zbMATH DE number 7564613

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      Stochastic optimal control in infinite dimensions with state constraints (English)
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      27 July 2022
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      state-constrained control problem
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      Hamilton-Jacobi-Bellman equation in infinite dimensions
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      viscosity solution
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      backward reachability analysis
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