On the existence of stochastic optimal control of distributed state system

DOI10.1016/S0362-546X(02)00158-XzbMath1030.93057OpenAlexW2008682230MaRDI QIDQ1863494

Aurel Răşcanu, Rainer Buckdahn

Publication date: 11 March 2003

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0362-546x(02)00158-x

zbMATH Keywords

optimal controlEkeland's principletightnessquasi-optimal controlcylindrical Wiener processnonlinear diffusion coefficientapproximate optimalsemilinear parabolic stochastic differentialSkorokhod theorem

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (6)

Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. ⋮ On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem ⋮ Existence of optimal controls for SPDE with locally monotone coefficients ⋮ Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces ⋮ Stochastic variational inequalities on non-convex domains ⋮ Infinite horizon BSDEs with dissipative coefficients in Hilbert spaces and applications

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