scientific article; zbMATH DE number 1779816
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Publication:4543013
zbMATH Open1030.93056MaRDI QIDQ4543013FDOQ4543013
Authors: Fausto Gozzi
Publication date: 23 February 2004
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surveyexistence and uniquenessfeedbackstochastic optimal controlmild solutionverification theoremssecond-order Hamilton-Jacobi equation in Hilbert spaces
Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Control/observation systems in abstract spaces (93C25)
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- On the dynamic programming approach for the 3D Navier-Stokes equations
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- 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
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- Stationary Hamilton-Jacobi equations in Hilbert spaces and applications to a stochastic optimal control problem
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