A direct method for studying the dynamic programming equation for controlled diffusion processes in hilbert spaces (Q3940374)
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scientific article; zbMATH DE number 3757174
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| English | A direct method for studying the dynamic programming equation for controlled diffusion processes in hilbert spaces |
scientific article; zbMATH DE number 3757174 |
Statements
A direct method for studying the dynamic programming equation for controlled diffusion processes in hilbert spaces (English)
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1981
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dynamic programming equation
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optimal stochastic control
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Hilbert space
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existence and uniqueness of weak solutions
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optimal feedback
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