Stochastic optimal control in infinite dimensions with state constraints
DOI10.1016/j.na.2022.113050zbMath1497.93244OpenAlexW4283755729WikidataQ114146000 ScholiaQ114146000MaRDI QIDQ2157306
Publication date: 27 July 2022
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/j.na.2022.113050
viscosity solutionbackward reachability analysisHamilton-Jacobi-Bellman equation in infinite dimensionsstate-constrained control problem
Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)
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