Publication:4751266

zbMath0512.49007MaRDI QIDQ4751266

Franco Flandoli

Publication date: 1982

zbMATH Keywords

Riccati equation; boundary control problems; parabolic equation with state-dependent noise

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

35K20: Initial-boundary value problems for second-order parabolic equations

93E20: Optimal stochastic control

47D03: Groups and semigroups of linear operators

35R60: PDEs with randomness, stochastic partial differential equations

49J27: Existence theories for problems in abstract spaces

34B30: Special ordinary differential equations (Mathieu, Hill, Bessel, etc.)

49J55: Existence of optimal solutions to problems involving randomness

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