Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
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Publication:1301880
DOI10.1006/jmaa.1999.6387zbMath0939.93043OpenAlexW2011279495MaRDI QIDQ1301880
Bohdan Maslowski, Beniamin Goldys
Publication date: 12 November 1999
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmaa.1999.6387
Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items
On Stochastic Ergodic Control in Infinite Dimensions, Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition, Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach, Generalized solutions of HJB equations applied to stochastic control on Hilbert space, Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces, Ergodic maximum principle for stochastic systems, Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process, Ergodic BSDEs with Multiplicative and Degenerate Noise, Ergodic BSDEs under weak dissipative assumptions, Diffusion semigroups in spaces of continuous functions with mixed topology, Mild solutions of semilinear elliptic equations in Hilbert spaces, Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency, Hypercontractivity of Solutions to Hamilton-Jacobi Equations, Uniform Exponential Ergodicity of Stochastic Dissipative Systems
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