Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces
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Publication:4344856
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)
Hamilton-Jacobi-Bellman equation; Sobolev space; dynamic programming; invariant measure; strong solution; nonlinear stochastic optimal control problem
49L20: Dynamic programming in optimal control and differential games
93E20: Optimal stochastic control
49L99: Hamilton-Jacobi theories
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