A probabilistic approach to large time behavior of mild solutions of HJB equations in infinite dimension
DOI10.1137/140976091zbMATH Open1382.35346OpenAlexW2964304505MaRDI QIDQ2810064FDOQ2810064
Authors: Ying Hu, Pierre-Yves Madec, Adrien Richou 
Publication date: 31 May 2016
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/140976091
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backward stochastic differential equationslarge time behaviormild solutionsOrnstein-Uhlenbeck operatorergodic backward stochastic differential equationsHJB equations in infinite dimension
Asymptotic behavior of solutions to PDEs (35B40) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)
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