scientific article; zbMATH DE number 3801925
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Publication:4746091
convex functionsdynamic programming methodHamilton-Jacobi equationregularitystochastic optimal controlvariational approach
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to ordinary differential equations (34-01) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30) Linear differential equations in abstract spaces (34G10) Control problems involving ordinary differential equations (34H05)
Cited in
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- Uniform operator continuity of the stationary Riccati equation in Hilbert space
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- Convergence of semidiscrete approximations to optimal control problems in Hilbert spaces: A counterexample
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- Hamilton–Jacobi theory for hereditary control problems
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- Mild solutions of semilinear elliptic equations in Hilbert spaces
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- Solving optimal growth models with vintage capital: The dynamic programming approach
- Optimal investment models with vintage capital: dynamic programming approach
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