Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian

DOI10.3934/dcds.2012.32.223zbMath1235.60077arXiv1007.1882OpenAlexW3104881374MaRDI QIDQ765048

Federica Masiero

Publication date: 19 March 2012

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1007.1882

zbMATH Keywords

stochastic optimal controlquadratic HamiltonianHJB equationsinfinite dimensions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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