Optimal control of ∞-dimensional stochastic systems via generalized
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Publication:2746646
DOI10.7151/dmdico.1019zbMath1013.93054OpenAlexW2327339978MaRDI QIDQ2746646
Publication date: 24 March 2002
Published in: Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.7151/dmdico.1019
optimal feedback controlHJB equationsstochastic infinite-dimensional systemsdistributions on Hilbert spaces
Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45) Optimality conditions for problems in abstract spaces (49K27)
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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 ⋮ Generalized solutions of HJB equations applied to stochastic control on Hilbert space ⋮ Partially Observed Stochastic Evolution Equations on Banach Spaces and Their Optimal Lipschitz Feedback Control Law ⋮ Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control
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