A direct method for studying the dynamic programming equation for controlled diffusion processes in hilbert spaces

DOI10.1080/01630568108816104zbMath0482.49013OpenAlexW1995939058MaRDI QIDQ3940374

Viorel Barbu, Giuseppe Da Prato

Publication date: 1981

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630568108816104

zbMATH Keywords

Hilbert spacedynamic programming equationoptimal stochastic controloptimal feedbackexistence and uniqueness of weak solutions

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Control/observation systems governed by partial differential equations (93C20) Optimality conditions for problems involving randomness (49K45) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

Mild solutions of semilinear elliptic equations in Hilbert spaces

Cites Work

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