Dynamic programming equations of stochastic optimal control in banach space
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Publication:4835295
DOI10.1080/07362999508809404zbMath0839.93079MaRDI QIDQ4835295
Qingxin Zhu, Nasir Uddin Ahmed
Publication date: 22 June 1995
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362999508809404
49L20: Dynamic programming in optimal control and differential games
93E20: Optimal stochastic control
93C25: Control/observation systems in abstract spaces
Cites Work
- Semigroups of linear operators and applications to partial differential equations
- Some results on parabolic evolution equations with infinitely many variables
- Existence for the dynamic programming equation of control diffusion processes in Hilbert space
- Second-Order Hamilton–Jacobi Equations in Infinite Dimensions