Solution of the Bellman Equation Associated with an Infinite Dimensional Stochastic Control Problem and Synthesis of Optimal Control

DOI10.1137/0321032zbMath0511.93072MaRDI QIDQ4750513

Viorel Barbu, Giuseppe Da Prato

Publication date: 1983

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0321032

zbMATH Keywords

Bellman equation; convex functions; optimal feedback

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

93E20: Optimal stochastic control

49L99: Hamilton-Jacobi theories