Optimal control of semilinear stochastic evolution equations

DOI10.1016/0362-546X(94)90249-6zbMath0925.93957OpenAlexW2077546016MaRDI QIDQ4312092

Vivek S. Borkar, T. E. Govindan

Publication date: 28 April 1999

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0362-546x(94)90249-6

zbMATH Keywords

stochastic controlstochastic evolution equationsMarkov control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Diffusion processes (60J60) Applications of operator theory in systems, signals, circuits, and control theory (47N70) Existence of optimal solutions to problems involving randomness (49J55)

Related Items

Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach, On ergodic control of stochastic evolution equations

Cites Work

• Stability of semilinear stochastic evolution equations
• Non-explosion, boundedness, and ergodicity for stochastic semilinear equations
• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. I: The case of bounded stochastic evolutions
• Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
• Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory
• ON THE SELECTION OF A MARKOV PROCESS FROM A SYSTEM OF PROCESSES AND THE CONSTRUCTION OF QUASI-DIFFUSION PROCESSES
• The value function in ergodic control of diffusion processes with partial observations
• Compactification methods in the control of degenerate diffusions: existence of an optimal control
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