Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces (Q4344856)
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scientific article; zbMATH DE number 1036478
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces |
scientific article; zbMATH DE number 1036478 |
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Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces (English)
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22 June 1998
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dynamic programming
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Hamilton-Jacobi-Bellman equation
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strong solution
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Sobolev space
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invariant measure
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nonlinear stochastic optimal control problem
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