HJB equations and stochastic control on half-spaces of Hilbert spaces (Q6051178)
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scientific article; zbMATH DE number 7740104
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HJB equations and stochastic control on half-spaces of Hilbert spaces |
scientific article; zbMATH DE number 7740104 |
Statements
HJB equations and stochastic control on half-spaces of Hilbert spaces (English)
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19 September 2023
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stochastic control
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second-order Hamilton-Jacobi-Bellman equations in infinite dimension
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regular solutions
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smoothing properties of transition semigroups
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