Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces (Q4344856)

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scientific article; zbMATH DE number 1036478
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Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces
scientific article; zbMATH DE number 1036478

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    Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces (English)
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    22 June 1998
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    dynamic programming
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    Hamilton-Jacobi-Bellman equation
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    strong solution
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    Sobolev space
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    invariant measure
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    nonlinear stochastic optimal control problem
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