Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (Q5889015)
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scientific article; zbMATH DE number 7679116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives |
scientific article; zbMATH DE number 7679116 |
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Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (English)
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26 April 2023
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stochastic boundary control problems
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stochastic control of delay equation with delay in the control
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unbounded control operator
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second order Hamilton-Jacobi-Bellman equations in infinite dimension
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smoothing properties of transition semigroups
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