HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition (Q2250578)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition |
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HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition (English)
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7 July 2014
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Hamilton Jacobi Bellman equations
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infinite dimensional Hilbert space
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Lipschitz coefficients
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superquadratic growth
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stochastic optimal control
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controlled wave equation
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