HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (Q4599722)

scientific article; zbMATH DE number 6822107

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English	HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition	scientific article; zbMATH DE number 6822107

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instance of

scholarly article

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title

HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (English)

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SIAM Journal on Control and Optimization

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publication date

4 January 2018

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full work available at URL

https://arxiv.org/abs/1701.07992

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zbMATH Keywords

weak Dirichlet processes in infinite dimension

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stochastic evolution equations

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Hamilton-Jacobi-Bellman equation

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generalized Fukushima decomposition

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stochastic optimal control in Hilbert spaces

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MaRDI profile type

MaRDI publication profile

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cites work

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Optimal control of a stochastic heat equation with boundary-noise and boundary-control

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Identifiers

zbMATH Open document ID

1383.35234

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DOI

10.1137/17M1113801

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4599722