scientific article; zbMATH DE number 3801925
From MaRDI portal
Publication:4746091
zbMATH Open0508.34001MaRDI QIDQ4746091FDOQ4746091
Authors: Viorel Barbu, Guiseppe Da Prato 
Publication date: 1983
Title of this publication is not available (Why is that?)
regularityconvex functionsstochastic optimal controldynamic programming methodvariational approachHamilton-Jacobi equation
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) Control problems involving ordinary differential equations (34H05) Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30) Linear differential equations in abstract spaces (34G10)
Cited In (66)
- Well-posedness for Hamilton-Jacobi equations on the Wasserstein space on graphs
- Optimality principle and synthesis for a stochastic control problem in hilbert spaces
- Almost automorphy and Riccati equation
- Minimax solutions of Hamilton-Jacobi equations in dynamic optimization problems for hereditary systems
- Fractional McKean-Vlasov and Hamilton-Jacobi-Bellman-Isaacs equations
- On the existence, uniqueness, and stability of \(\beta\)-viscosity solutions to a class of Hamilton-Jacobi equations in Banach spaces
- An improved iterative computational approach to the solution of the Hamilton-Jacobi equation in optimal control problems of affine nonlinear systems with application
- Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
- Some results on parabolic evolution equations with infinitely many variables
- Hamilton-Jacobi equations in infinite dimensions. I: Uniqueness of viscosity solutions
- A dual dynamic programming for multidimensional parabolic optimal control problems
- The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. V: Unbounded linear terms and \(B\)-continuous solutions
- Hamilton-Jacobi equations in infinite dimensions. III
- A stochastic control problem with delay arising in a pension fund model
- Iterative computational approach to the solution of the Hamilton-Jacobi-Bellman-lsaacs equation in nonlinear optimal control
- Hamilton-Jacobi equations and nonlinear control problems
- Value function and optimality conditions for semilinear control problems
- The taxation principle and multi-time Hamilton-Jacobi equations
- Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
- The existence and uniqueness of the solution for nonlinear Kolmogorov equations
- Optimal control of Navier-Stokes equations with periodic inputs
- Mild solutions of semilinear elliptic equations in Hilbert spaces
- Dynamic programming of the Navier-Stokes equations
- A remark on regularization in Hilbert spaces
- Optimal switching for partial differential equations. I
- Hamilton-Jacobi equations on graph and applications
- Path-dependent Hamilton-Jacobi equations in infinite dimensions
- Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
- Taylor expansions of the value function associated with a bilinear optimal control problem
- Viscosity solutions of Hamilton-Jacobi equations with unbounded nonlinear terms
- Hamilton-Jacobi equations for control problems of parabolic equations
- Lyapunov equations for time-varying linear systems
- On differential games for infinite-dimensional systems with nonlinear, unbounded operators
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
- Hamilton–Jacobi theory for hereditary control problems
- Optimal switching for partial differential equations. II
- Optimization of Cauchy problem for partial differential inclusions of parabolic type
- Approximating linear optimal control problems via Trotter formula
- Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces
- Some results on parabolic equations in Banach space
- Optimal investment with vintage capital: equilibrium distributions
- Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces
- Direct solution of a Riccati equation arising in stochastic control theory
- HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition
- Convergence of semidiscrete approximations to optimal control problems in Hilbert spaces: A counterexample
- Hamilton-Jacobi equations in infinite dimensions. II: Existence of viscosity solutions
- Optimal control problem for stochastic evolution equations in Hilbert spaces
- Combination of topology optimization and optimal control method
- Uniform operator continuity of the stationary Riccati equation in Hilbert space
- Boundary optimal feedback controller for time-periodic Stokes-Oseen flows
- Viscosity solutions for a class of Hamilton-Jacobi equations in Hilbert spaces
- Metric viscosity solutions of Hamilton-Jacobi equations depending on local slopes
- Quadratic control for linear periodic systems
- Solving optimal growth models with vintage capital: The dynamic programming approach
- Optimal investment models with vintage capital: dynamic programming approach
- An iterative computational scheme for solving the coupled Hamilton-Jacobi-Isaacs equations in nonzero-sum differential games of affine nonlinear systems
- A Neumann Boundary Control for Multidimensional Parabolic “Minmax” Control Problems
- A note on a Hamilton-Jacobi equation in Hilbert space
- Optimal transport and large number of particles
- A direct study of the Riccati equation arising in hyperbolic boundary control problems
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
- The necessary conditions for optimal control in Hilbert spaces
- Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms
- Some results on non-linear optimal control problems and Hamilton-Jacobi equations in infinite dimensions
- Lipschitz continuity of the value function in mixed-integer optimal control problems
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 Q4746091)
