Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
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Publication:3978030
DOI10.1137/0329026zbMath0737.49020MaRDI QIDQ3978030
Piermarco Cannarsa, Giuseppe Da Prato
Publication date: 25 June 1992
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0329026
optimal feedback control; Hamilton-Jacobi equation; linear approximation; stochastic system; direct solution method; initial value problem for a semilinear parabolic equation
93E20: Optimal stochastic control
49L99: Hamilton-Jacobi theories
49J55: Existence of optimal solutions to problems involving randomness
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