Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces

DOI10.1137/050632725zbMath1157.93043OpenAlexW2050294302MaRDI QIDQ3614794

Federica Masiero

Publication date: 10 March 2009

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

Full work available at URL: https://semanticscholar.org/paper/3e43e34b229bdfcab3a1fc77349585ca65357d0d

zbMATH Keywords

Banach spacesstochastic optimal controlbackward stochastic differential equationsHamilton-Jacobi-Bellman equationsinfinite dimensional stochastic processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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