Stochastic Optimal Control for the Stochastic Heat Equation with Exponentially Growing Coefficients and with Control and Noise on a Subdomain

DOI10.1080/07362990802128842zbMath1196.60124OpenAlexW1998156399MaRDI QIDQ3518310

Federica Masiero

Publication date: 7 August 2008

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990802128842

zbMATH Keywords

Backward stochastic differential equationsHamilton Jacobi Bellman equations

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (1)

HJB equations in infinite dimensions under weak regularizing properties

Cites Work

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