Optimality principle and synthesis for a stochastic control problem in hilbert spaces
DOI10.1080/17442508408833302zbMATH Open0544.93078OpenAlexW1998872409MaRDI QIDQ3335663FDOQ3335663
Authors: Gianluca Gorni 
Publication date: 1984
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508408833302
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Continuous-time Markov processes on general state spaces (60J25) Optimality conditions for problems involving randomness (49K45) Synthesis problems (93B50) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Dissections and valuations (Hilbert's third problem, etc.) (52B45)
Cites Work
Cited In (6)
- Stable synthesis of optimal control in stationary extremal problems
- Title not available (Why is that?)
- The dynamic programming equation for stochastic optical control in hilbert spaces: a variational approach
- Title not available (Why is that?)
- Title not available (Why is that?)
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
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