A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.

DOI10.1016/j.spa.2003.09.002zbMath1075.93044OpenAlexW2024177441MaRDI QIDQ2574611

Marco Fuhrman

Publication date: 29 November 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2003.09.002

zbMATH Keywords

stochastic optimal controlinfinite-dimensional SDEs

Mathematics Subject Classification ID

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

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