Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives
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Publication:5889015
stochastic boundary control problemssecond order Hamilton-Jacobi-Bellman equations in infinite dimensionunbounded control operatorsmoothing properties of transition semigroupsstochastic control of delay equation with delay in the control
Markov semigroups and applications to diffusion processes (47D07) Dynamic programming in optimal control and differential games (49L20) Control/observation systems governed by functional-differential equations (93C23) Optimal stochastic control (93E20) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) Stochastic integral equations (60H20)
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- Stochastic Control Problems with Unbounded Control Operators: solutions through generalized derivatives
- Optimal control of \(\infty\)-dimensional stochastic systems via generalized solutions of HJB equations
- Optimality conditions for parabolic stochastic optimal control problems with boundary controls
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