scientific article; zbMATH DE number 1779816

zbMATH Open1030.93056MaRDI QIDQ4543013FDOQ4543013

Authors: Fausto Gozzi 

Publication date: 23 February 2004

Title of this publication is not available (Why is that?)

Recommendations

• Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
• Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
• scientific article; zbMATH DE number 503099
• Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian
• scientific article; zbMATH DE number 4057395

zbMATH Keywords

surveyexistence and uniquenessfeedbackstochastic optimal controlmild solutionverification theoremssecond-order Hamilton-Jacobi equation in Hilbert spaces

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Control/observation systems in abstract spaces (93C25)

Cited In (11)

• On the dynamic programming approach for the 3D Navier-Stokes equations
• Title not available (Why is that?)
• Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
• Mild solutions of semilinear elliptic equations in Hilbert spaces
• Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
• HJB equations and stochastic control on half-spaces of Hilbert spaces
• Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian
• HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition
• Title not available (Why is that?)
• Stationary Hamilton-Jacobi equations in Hilbert spaces and applications to a stochastic optimal control problem
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4543013)