Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations

DOI10.1017/S0027763000003639zbMath0749.93083MaRDI QIDQ3988495

Makiko Nisio

Publication date: 28 June 1992

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

Bellman equationviscosity solutionstochastic partial differential equationsinfinite horizon problems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (6)

Differential games for stochastic partial differential equations ⋮ Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces ⋮ On consistent regularities of control and value functions ⋮ Remarks on optimal controls of stochastic partial differential equations ⋮ Maximum principle for forward-backward doubly stochastic control systems and applications ⋮ On the existence of stochastic optimal control of distributed state system

Cites Work

• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
• Optimal Controls for Stochastic Partial Differential Equations

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