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

DOI10.1016/S0362-546X(96)00043-0MaRDI QIDQ4344856zbMATH OpenWikidataFDO

Authors Pao-Liu Chow, José-Luis Menaldi

Publication date 22 June 1998

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

Full work available at URL https://doi.org/10.1016/S0362-546X(96)00043-0

zbMATH Keywords

dynamic programmingHamilton-Jacobi-Bellman equationinvariant measurenonlinear stochastic optimal control problemSobolev spacestrong solution

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Hamilton-Jacobi theories (49L99) Optimal stochastic control (93E20)

Recommendations

• HJB equations in infinite dimensions under weak regularizing properties
• Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian
• HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition
• scientific article; zbMATH DE number 3930871
• Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach

Cites work

• Existence for the dynamic programming equation of control diffusion processes in Hilbert space
• scientific article; zbMATH DE number 3160590 (Why is no real title available?)
• scientific article; zbMATH DE number 503099 (Why is no real title available?)
• scientific article; zbMATH DE number 3244852 (Why is no real title available?)
• Infinite-dimensional Kolmogorov equations in gauss-sobolev spaces
• Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
• Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
• Some Results on Bellman Equation in Hilbert Spaces
• Stationary solutions of nonlinear stochastic evolution equations¹
• Stochastic Equations in Infinite Dimensions
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations

Cited in

(17)

• Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
• Generalized solutions of HJB equations applied to stochastic control on Hilbert space
• HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition
• Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control
• HJB equations in infinite dimensions under weak regularizing properties
• Optimal stopping-time problem for stochastic Navier-Stokes equations and infinite-dimensional variational inequalities
• Remarks on the vanishing discount problem for infinite systems of Hamilton-Jacobi-Bellman equations
• Optimal control problems for stochastic reaction-diffusion systems with non-Lipschitz coefficients
• Optimal control of -dimensional stochastic systems via generalized solutions of HJB equations
• scientific article; zbMATH DE number 3930871 (Why is no real title available?)
• 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
• A brief review of optimal control theory for systems governed by evolution equations on Banach spaces
• Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian
• Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach

This page was built for publication: Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4344856)