Second-Order Hamilton–Jacobi Equations in Infinite Dimensions

DOI10.1137/0329026zbMATH Open0737.49020OpenAlexW2029010557MaRDI QIDQ3978030FDOQ3978030

Authors: Piermarco Cannarsa, Guiseppe 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

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zbMATH Keywords

linear approximationoptimal feedback controlHamilton-Jacobi equationstochastic systemdirect solution methodinitial value problem for a semilinear parabolic equation

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Hamilton-Jacobi theories (49L99) Optimal stochastic control (93E20)

Cited In (33)

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• Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
• A semigroup approach to Kolmogoroff equations in Hilbert spaces
• Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
• Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives
• Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension
• Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces
• On a class of forward-backward stochastic differential systems in infinite dimensions
• Some results on parabolic equations in Banach space
• Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation
• Qualitative properties of trajectories of control systems: a survey
• Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces
• Fréchet subdifferential calculus for interval-valued functions and its applications in nonsmooth interval optimization
• Differentiability of Markov semigroups for stochastic reaction-diffusion equations and applications to control
• Optimal control problem for stochastic evolution equations in Hilbert spaces
• Optimal control problems for stochastic delay evolution equations in Banach spaces
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• Robust control of parabolic stochastic partial differential equations under model uncertainty
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• Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
• Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks
• Optimal control of semilinear stochastic evolution equations

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