Second Order Hamilton--Jacobi Equations in Hilbert Spaces and Stochastic Boundary Control

DOI10.1137/S0363012997324909zbMath0994.49019OpenAlexW1969176989MaRDI QIDQ4943728

Andrzej Świȩch, Elisabeth Rouy, Fausto Gozzi

Publication date: 19 March 2000

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012997324909

zbMATH Keywords

Hamilton-Jacobi equationsviscosity solutionsstochastic boundary control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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