scientific article; zbMATH DE number 696902
From MaRDI portal
Publication:4313775
zbMath0812.35154MaRDI QIDQ4313775
Publication date: 15 May 1995
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Nonlinear parabolic equations (35K55) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)
Related Items (29)
Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control ⋮ The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces ⋮ Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. ⋮ Optimal stopping of a Hilbert space valued diffusion: an infinite dimensional variational inequality ⋮ A notion of viscosity solutions to second-order Hamilton–Jacobi–Bellman equations with delays ⋮ On Stochastic Ergodic Control in Infinite Dimensions ⋮ A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation ⋮ Stochastic optimal control in infinite dimensions with state constraints ⋮ Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach ⋮ On differential games for infinite-dimensional systems with nonlinear, unbounded operators ⋮ Path-dependent Hamilton-Jacobi equations in infinite dimensions ⋮ Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise ⋮ Viscosity solutions to second order path-dependent Hamilton-Jacobi-Bellman equations and applications ⋮ HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition ⋮ Path-dependent equations and viscosity solutions in infinite dimension ⋮ Strong-viscosity solutions: classical and path-dependent PDEs ⋮ Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces ⋮ Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control ⋮ The existence and uniqueness of the solution for nonlinear Kolmogorov equations ⋮ Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance ⋮ Mild solutions of semilinear elliptic equations in Hilbert spaces ⋮ Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs ⋮ A PDE approach to large deviations in Hilbert spaces ⋮ A general convergence result for viscosity solutions of Hamilton-Jacobi equations and non-linear semigroups ⋮ Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation ⋮ Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation ⋮ Optimal control of a stochastic heat equation with boundary-noise and boundary-control ⋮ Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation ⋮ A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
This page was built for publication:
