Stochastic Optimal Control in Infinite Dimension
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Publication:2968752
dynamic programmingviscosity solutionsHamilton Jacobi Bellman equationsstochastic optimal control in infinite dimensional spaces
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs in connection with control and optimization (35Q93) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Optimal stochastic control (93E20) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
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