Remarks on optimal controls of stochastic partial differential equations

DOI10.1016/0167-6911(91)90118-XzbMath0879.93059OpenAlexW2077007851MaRDI QIDQ1175511

X. Y. Zhou

Publication date: 25 June 1992

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(91)90118-x

zbMATH Keywords

optimal controlmaximum principlestochastic partial differential equations

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence theories in calculus of variations and optimal control (49J99)

Related Items (1)

A duality analysis on stochastic partial differential equations

Cites Work

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• Maximum principle, dynamic programming and their connection in deterministic control
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
• The connection between the maximum principle and dynamic programming in stochastic control
• Viscosity Solutions of Hamilton-Jacobi Equations
• The Relationship between the Maximum Principle and Dynamic Programming
• Dynamic Programming and "Difficult Crossing" Puzzles
• Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations
• ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

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