Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces

DOI10.1016/S0362-546X(96)00043-0zbMath0890.49012WikidataQ127098132 ScholiaQ127098132MaRDI QIDQ4344856

Pao-Liu Chow, José Luis Menaldi

Publication date: 22 June 1998

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

Hamilton-Jacobi-Bellman equation; Sobolev space; dynamic programming; invariant measure; strong solution; nonlinear stochastic optimal control problem

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

93E20: Optimal stochastic control

49L99: Hamilton-Jacobi theories

Related Items

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, Infinite-dimensional Kolmogorov equations in gauss-sobolev spaces, Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives, Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach, Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation, Generalized solutions of HJB equations applied to stochastic control on Hilbert space, Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control, Optimal stopping-time problem for stochastic Navier-Stokes equations and infinite-dimensional variational inequalities

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