Stochastic optimal control in infinite dimensions with state constraints
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Publication:2157306
DOI10.1016/J.NA.2022.113050zbMATH Open1497.93244OpenAlexW4283755729WikidataQ114146000 ScholiaQ114146000MaRDI QIDQ2157306FDOQ2157306
Authors: Jun-Hee Moon 
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
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Cited In (9)
- On the infinite time solution to state-constrained stochastic optimal control problems
- State constrained control problems in Banach lattices and applications
- Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces
- A dual representation result for value functions in stochastic control of infinite dimensional groups
- Stochastic Optimal Control in Infinite Dimension
- BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions
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- Optimal control of \(\infty\)-dimensional stochastic systems via generalized solutions of HJB equations
- Stochastic Perron's method for optimal control problems with state constraints
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