Some Results on Bellman Equation in Hilbert Spaces

DOI10.1137/0323006zbMath0577.49020MaRDI QIDQ3699493

Giuseppe Da Prato

Publication date: 1985

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0323006

zbMATH Keywords

Bellman equation; Hilbert space; nonlinear semigroup

Mathematics Subject Classification ID

47H20: Semigroups of nonlinear operators

49L20: Dynamic programming in optimal control and differential games

93E20: Optimal stochastic control

49J27: Existence theories for problems in abstract spaces

35G10: Initial value problems for linear higher-order PDEs

49K45: Optimality conditions for problems involving randomness

46C99: Inner product spaces and their generalizations, Hilbert spaces

35K25: Higher-order parabolic equations

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