HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (Q4599722)
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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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HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (English)
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4 January 2018
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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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0.9469839
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0.92436564
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0.9138382
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0.9043968
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0.9043965
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0.90433276
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