HJB equations in infinite dimensions under weak regularizing properties

DOI10.1007/s00028-015-0320-4zbMath1361.93018arXiv1411.7236OpenAlexW2963159485MaRDI QIDQ2397772

Federica Masiero

Publication date: 23 May 2017

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.7236

zbMATH Keywords

Hamilton-Jacobi-Bellman equationsmild solutionstransition semigroupstochastic optimal control problemsLipschitz-Hamiltonian and Lipschitz continuous final conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25)

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