Stochastic optimal control in Hilbert spaces: \(C^{1,1}\) regularity of the value function and optimal synthesis via viscosity solutions (Q6966527)
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scientific article; zbMATH DE number 8057496
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| English | Stochastic optimal control in Hilbert spaces: \(C^{1,1}\) regularity of the value function and optimal synthesis via viscosity solutions |
scientific article; zbMATH DE number 8057496 |
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Stochastic optimal control in Hilbert spaces: \(C^{1,1}\) regularity of the value function and optimal synthesis via viscosity solutions (English)
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27 June 2025
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dynamic programming
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Hamilton-Jacobi-Bellman equation
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infinite dimension
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optimal synthesis
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stochastic delay equations
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stochastic optimal control
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stochastic reaction-diffusion equations
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verification theorem
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viscosity solution
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