Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem

DOI10.1080/03605309508821115zbMATH Open0842.49021OpenAlexW2002999123MaRDI QIDQ4833758FDOQ4833758

Authors: Fausto Gozzi 

Publication date: 23 May 1995

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605309508821115

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zbMATH Keywords

regularityparabolic equationsvalue functionstochastic optimal control problemHamilton-Jacobi equation on a Hilbert space

Mathematics Subject Classification ID

Regularity of solutions in optimal control (49N60) Hamilton-Jacobi theories (49L99) Hamilton-Jacobi equations in mechanics (70H20) Optimal stochastic control (93E20)

Cited In (42)

• Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces
• The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces
• On the existence of stochastic optimal control of distributed state system
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• 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
• Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
• Mild solutions of semilinear elliptic equations in Hilbert spaces
• HJB equations in infinite dimensions under weak regularizing properties
• Stochastic optimal control with delay in the control. II: Verification theorem and optimal feedbacks
• Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula
• Dynamic programming for the stochastic Burgers equation
• HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition
• Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
• A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control
• Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives
• Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control
• Optimal blowup rates for the minimal energy null control of the strongly damped abstract wave equation
• Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension
• Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces
• On a class of forward-backward stochastic differential systems in infinite dimensions
• Kolmogorov equation associated to a stochastic Navier-Stokes equation
• Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation
• Regularity properties of solutions to Hamilton-Jacobi equations in infinite dimensions and nonlinear optimal control
• Hypercontractivity of Solutions to Hamilton-Jacobi Equations
• Partial smoothing of delay transition semigroups acting on special functions
• HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition
• A Bismut-Elworthy formula for quadratic BSDEs
• Optimal control problem for stochastic evolution equations in Hilbert spaces
• Optimal control problems for stochastic delay evolution equations in Banach spaces
• A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces
• Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control
• Numerical Approximations for the Null Controllers of Structurally Damped Plate Dynamics
• Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition
• Weak Dirichlet processes with a stochastic control perspective
• Sobolev weak solutions of the Hamilton-Jacobi-Bellman equations
• Optimal control of a stochastic heat equation with boundary-noise and boundary-control
• Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain
• Robust control of parabolic stochastic partial differential equations under model uncertainty
• Dynamic Programming for the stochastic Navier-Stokes equations
• A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
• Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing

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