Infinite-dimensional Hamilton-Jacobi-Bellman equations in gauss-sobolev spaces

DOI10.1016/S0362-546X(96)00043-0zbMath0890.49012WikidataQ127098132 ScholiaQ127098132MaRDI QIDQ4344856

Pao-Liu Chow, José Luis Menaldi

Publication date: 22 June 1998

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

zbMATH Keywords

Hamilton-Jacobi-Bellman equationSobolev spacedynamic programminginvariant measurestrong solutionnonlinear stochastic optimal control problem

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Hamilton-Jacobi theories (49L99)

Related Items (9)

Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives ⋮ Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach ⋮ Generalized solutions of HJB equations applied to stochastic control on Hilbert space ⋮ Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing ⋮ Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks ⋮ Infinite-dimensional Kolmogorov equations in gauss-sobolev spaces ⋮ Optimal stopping-time problem for stochastic Navier-Stokes equations and infinite-dimensional variational inequalities ⋮ Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation ⋮ Optimal control problems for Lipschitz dissipative systems with boundary-noise and boundary-control

Cites Work

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• Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III: Uniqueness of viscosity solutions for general second-order equations
• Existence for the dynamic programming equation of control diffusion processes in Hilbert space
• Some Results on Bellman Equation in Hilbert Spaces
• Second-Order Hamilton–Jacobi Equations in Infinite Dimensions
• Stationary solutions of nonlinear stochastic evolution equations¹
• Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
• Infinite-dimensional Kolmogorov equations in gauss-sobolev spaces
• Stochastic Equations in Infinite Dimensions

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