Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
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Publication:860708
DOI10.1016/j.spa.2006.05.006zbMath1111.49021OpenAlexW2030816450MaRDI QIDQ860708
Publication date: 9 January 2007
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2006.05.006
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)
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