Pages that link to "Item:Q1395863"
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The following pages link to Generalized solutions of HJB equations applied to stochastic control on Hilbert space (Q1395863):
Displaying 10 items.
- Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach (Q860708) (← links)
- Verification theorems for stochastic optimal control problems in Hilbert spaces by means of a generalized Dynkin formula (Q1634179) (← links)
- Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control (Q2346385) (← links)
- Optimal control of \(\infty\)-dimensional stochastic systems via generalized solutions of HJB equations (Q2746646) (← links)
- Stationary Hamilton-Jacobi equations in Hilbert spaces and applications to a stochastic optimal control problem (Q2753231) (← links)
- HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (Q4599722) (← links)
- Nonoccurrence of gap for infinite-dimensional control problems with nonconvex integrands (Q5475297) (← links)
- Optimal Investment Under Information Driven Contagious Distress (Q5737638) (← links)
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (Q5889015) (← links)
- HJB equations and stochastic control on half-spaces of Hilbert spaces (Q6051178) (← links)
