Existence for the dynamic programming equation of control diffusion processes in Hilbert space

DOI10.1016/0362-546X(85)90045-8zbMath0563.49022OpenAlexW2166268470MaRDI QIDQ3676721

T. Haverneanu

Publication date: 1985

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0362-546x(85)90045-8

zbMATH Keywords

semigroup of operatorsHilbert spaceabstract Wiener spaceGaussian measure

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Equations involving nonlinear operators (general) (47J05) Dynamic programming (90C39) Optimal stochastic control (93E20) Groups and semigroups of linear operators (47D03) Inner product spaces and their generalizations, Hilbert spaces (46C99) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (6)

Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach ⋮ Dynamic programming equations of stochastic optimal control in banach space ⋮ Some results on parabolic equations in Banach space ⋮ Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces ⋮ A semigroup approach to Kolmogoroff equations in Hilbert spaces ⋮ Mild solutions of semilinear elliptic equations in Hilbert spaces

Cites Work

• Gaussian measures in Banach spaces
• A fundamental solution of the parabolic equation on Hilbert space
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