Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces

DOI10.1137/060674284zbMath1157.93041OpenAlexW2094667518MaRDI QIDQ3614793

Marc Quincampoix, Rainer Buckdahn, Gianmario Tessitore

Publication date: 10 March 2009

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

Full work available at URL: https://doi.org/10.1137/060674284

zbMATH Keywords

stochastic controlviability

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

Related Items (4)

Stochastic optimal control in infinite dimensions with state constraints ⋮ Stochastic viability and dynamic programming ⋮ On the near-viability property of controlled mean-field flows ⋮ Viability of an open set for stochastic control systems

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