Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
From MaRDI portal
Publication:4833758
DOI10.1080/03605309508821115zbMath0842.49021OpenAlexW2002999123MaRDI QIDQ4833758
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
regularityparabolic equationsvalue functionstochastic optimal control problemHamilton-Jacobi equation on a Hilbert space
Optimal stochastic control (93E20) Regularity of solutions in optimal control (49N60) Hamilton-Jacobi equations in mechanics (70H20) Hamilton-Jacobi theories (49L99)
Related Items (39)
Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control ⋮ The existence and uniqueness of the solution for nonlinear elliptic equations in Hilbert spaces ⋮ Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives ⋮ Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula ⋮ Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition ⋮ Weak Dirichlet processes with a stochastic control perspective ⋮ Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach ⋮ HJB equations in infinite dimensions under weak regularizing properties ⋮ Unnamed Item ⋮ A stochastic optimal control problem for the heat equation on the halfline with Dirichlet boundary-noise and boundary-control ⋮ Partial smoothing of delay transition semigroups acting on special functions ⋮ Robust control of parabolic stochastic partial differential equations under model uncertainty ⋮ A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces ⋮ Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing ⋮ Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks ⋮ HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition ⋮ Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension ⋮ Numerical Approximations for the Null Controllers of Structurally Damped Plate Dynamics ⋮ Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain ⋮ Infinite horizon optimal control of stochastic delay evolution equations in Hilbert spaces ⋮ Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces ⋮ HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition ⋮ Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients ⋮ On a class of forward-backward stochastic differential systems in infinite dimensions ⋮ Optimal control of a stochastic delay partial differential equation with boundary-noise and boundary-control ⋮ A Bismut-Elworthy formula for quadratic BSDEs ⋮ The existence and uniqueness of the solution for nonlinear Kolmogorov equations ⋮ Optimal control problem for stochastic evolution equations in Hilbert spaces ⋮ Dynamic Programming for the stochastic Navier-Stokes equations ⋮ Mild solutions of semilinear elliptic equations in Hilbert spaces ⋮ Kolmogorov equation associated to a stochastic Navier-Stokes equation ⋮ Optimal control problems for stochastic delay evolution equations in Banach spaces ⋮ Hamilton-Jacobi-Bellman equations for the optimal control of the Duncan-Mortensen-Zakai equation ⋮ Optimal control of a stochastic delay heat equation with boundary-noise and boundary-control ⋮ Optimal control of a stochastic heat equation with boundary-noise and boundary-control ⋮ A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes. ⋮ On the existence of stochastic optimal control of distributed state system ⋮ Dynamic programming for the stochastic Burgers equation ⋮ Hypercontractivity of Solutions to Hamilton-Jacobi Equations
This page was built for publication: Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
