Existence and uniqueness of the dynamic programming equation in Hilbert space

DOI10.1016/0362-546X(83)90073-1zbMath0508.49024MaRDI QIDQ4746386

Constantin Popa, Viorel Barbu, Giuseppe Da Prato

Publication date: 1983

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

optimal feedback controlHamilton-Jacobi equationapproximating equations

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Synthesis problems (93B50) Groups and semigroups of linear operators (47D03) Control problems for functional-differential equations (34K35) Control/observation systems in abstract spaces (93C25) Existence theories for problems in abstract spaces (49J27) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items (7)

Optimal investment with vintage capital: equilibrium distributions ⋮ Unnamed Item ⋮ ON THE DYNAMIC PROGRAMMING APPROACH FOR OPTIMAL CONTROL PROBLEMS OF PDE'S WITH AGE STRUCTURE ⋮ Hamilton-Jacobi equations on infinite-dimensional Riemannian manifolds ⋮ Optimal investment models with vintage capital: dynamic programming approach ⋮ On Dynamic Programming in Economic Models Governed by DDEs ⋮ Existence for minimization in Banach space with some applications

Cites Work

• On the variational principle
• Hereditary differential systems with constant delays. I. General case
• Functional differential equations
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Existence and uniqueness of the dynamic programming equation in Hilbert space