HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition (Q2250578)

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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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