Stochastic optimal control in infinite dimensions with state constraints (Q2157306)

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English	Stochastic optimal control in infinite dimensions with state constraints	scientific article

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instance of

scholarly article

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title

Stochastic optimal control in infinite dimensions with state constraints (English)

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published in

Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods

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publication date

27 July 2022

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zbMATH Keywords

state-constrained control problem

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Hamilton-Jacobi-Bellman equation in infinite dimensions

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viscosity solution

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backward reachability analysis

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author

Jun-Hee Moon

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.na.2022.113050

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cites work

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A level-set approach for stochastic optimal control problems under controlled-loss constraints

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Existence of stochastic control under state constraints

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Viscosity solutions of Hamilton-Jacobi equations in infinite dimensions. IV: Hamiltonians with unbounded linear terms

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Identifiers

zbMATH Open document ID

1497.93244

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Mathematics Subject Classification ID

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10.1016/J.NA.2022.113050

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Sitelinks

Mathematics(1 entry)

mardi Publication:2157306