Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (Q860708)
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scientific article; zbMATH DE number 5083386
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| English | Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach |
scientific article; zbMATH DE number 5083386 |
Statements
Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (English)
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9 January 2007
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Hamilton-Jacobi equation
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stochastic evolution equation
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stochastic optimal control
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dynamic programming
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0.9369323
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0.89527714
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0.89181477
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0.8917661
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