Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions
DOI10.1051/cocv/2021001zbMath1468.35242OpenAlexW3119942333MaRDI QIDQ4999508
Publication date: 7 July 2021
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2021001
Dynamic programming in optimal control and differential games (49L20) Singular perturbations in context of PDEs (35B25) 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) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93)
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