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Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem - MaRDI portal

Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem (Q4833758)

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scientific article; zbMATH DE number 757624
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Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
scientific article; zbMATH DE number 757624

    Statements

    Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem (English)
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    23 May 1995
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    parabolic equations
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    Hamilton-Jacobi equation on a Hilbert space
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    regularity
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    stochastic optimal control problem
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    value function
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