Optimal Control Problems for Stochastic Reaction-Diffusion Systems with Non-Lipschitz Coefficients

DOI10.1137/S0363012999356465zbMath0987.60073OpenAlexW2065161337MaRDI QIDQ2719141

Sandra Cerrai

Publication date: 21 June 2001

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012999356465

zbMATH Keywords

stochastic optimal control problemstochastic reaction-diffusion systemsHamilton-Jacobi-Bellman equations in infinite dimension

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Transition functions, generators and resolvents (60J35)

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