Stochastic Optimal Control in Infinite Dimension
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dynamic programmingHamilton Jacobi Bellman equationsstochastic optimal control in infinite dimensional spacesviscosity solutions
PDEs in connection with control and optimization (35Q93) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20)
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