Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities

regularity a priori estimates existence Hamilton-Jacobi equations uniqueness local solution globally Lipschitz continuous Hamiltonian locally Lipschitz continuous Hamiltonian

Mathematics Subject Classification ID

Smoothness and regularity of solutions to PDEs (35B65) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

Cited In (31)

The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces
Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
Homoclinic solutions for a second-order nonperiodic asymptotically linear Hamiltonian systems
The existence and uniqueness of the solution for nonlinear Kolmogorov equations
Mild solutions of semilinear elliptic equations in Hilbert spaces
HJB equations in infinite dimensions under weak regularizing properties
Dynamic programming for the stochastic Burgers equation
HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition
Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control
Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives
Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control
Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension
Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces
On a class of forward-backward stochastic differential systems in infinite dimensions
Optimal Investment Under Information Driven Contagious Distress
Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces
HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition
A Bismut-Elworthy formula for quadratic BSDEs
Optimal control problem for stochastic evolution equations in Hilbert spaces
Optimal control problems for stochastic delay evolution equations in Banach spaces
A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces
Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control
Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition
Weak Dirichlet processes with a stochastic control perspective
Optimal control of a stochastic heat equation with boundary-noise and boundary-control
Differentiability of the transition semigroup of the stochastic Burgers-Huxley equation and application to optimal control
Dynamic Programming for the stochastic Navier-Stokes equations
A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks

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