Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
From MaRDI portal
Publication:4833758
Recommendations
Cited in
(42)- Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
- 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
- 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
- scientific article; zbMATH DE number 88763 (Why is no real title available?)
- 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
- Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives
- 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
- 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
- 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
- A Bismut-Elworthy formula for quadratic BSDEs
- HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition
- 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
- Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition
- Weak Dirichlet processes with a stochastic control perspective
- 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
- 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
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes.
- Dynamic Programming for the stochastic Navier-Stokes equations
This page was built for publication: Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4833758)
