scientific article; zbMATH DE number 1779816
The paper is devoted to a brief survey of known results on second-order Hamilton-Jacobi equation in Hilbert spaces, related to stochastic optimal control problems. The author mainly treats the following subjects. 1. Existence and uniqueness results for Hamilton-Jacobi-Bellman equations. 2. Connection between the mild solution and the classical one. 3. Application of classical solutions to the stochastic optimal control problem in order to obtain verification theorems and feedback formulae for optimal control strategies. Examples, historical background and references on Hamilton-Jacobi equations in Hilbert spaces are given. For the entire collection see [Zbl 0986.00012].
- 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
- On the dynamic programming approach for the 3D Navier-Stokes equations
- Stationary Hamilton-Jacobi equations in Hilbert spaces and applications to a stochastic optimal control problem
- scientific article; zbMATH DE number 3904473 (Why is no real title available?)
- scientific article; zbMATH DE number 4057395 (Why is no real title available?)
- scientific article; zbMATH DE number 88763 (Why is no real title available?)
- scientific article; zbMATH DE number 503099 (Why is no real title available?)
- scientific article; zbMATH DE number 703435 (Why is no real title available?)
- HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition
- Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
- Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control
- HJB equations and stochastic control on half-spaces of Hilbert spaces
- On mean field games in infinite dimension
- Mild solutions of semilinear elliptic equations in Hilbert spaces
- Viscosity solutions of Hamilton-Jacobi-Bellman equations for optimal control problem of local Cahn-Hilliard-Navier-Stokes system
- 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:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4543013)
