Generalized solutions of HJB equations applied to stochastic control on Hilbert space

DOI10.1016/S0362-546X(03)00109-3zbMath1018.93030MaRDI QIDQ1395863

Nasir Uddin Ahmed

Publication date: 1 July 2003

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

generalized solutionsexistenceHilbert spaceHJB equationstochastic systemsparabolic problemmeasurable selectionsoptimal feedback controlsregularized problemsBorel measurable optimal controlsnonstationary control problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Existence theories for problems in abstract spaces (49J27)

Related Items (6)

Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives ⋮ Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach ⋮ HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition ⋮ Optimal Investment Under Information Driven Contagious Distress ⋮ Nonoccurrence of gap for infinite-dimensional control problems with nonconvex integrands ⋮ Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control

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