HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition
DOI10.1137/17M1113801zbMath1383.35234arXiv1701.07992OpenAlexW2950249691MaRDI QIDQ4599722
Giorgio Fabbri, Francesco Russo
Publication date: 4 January 2018
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.07992
Hamilton-Jacobi-Bellman equationstochastic evolution equationsgeneralized Fukushima decompositionstochastic optimal control in Hilbert spacesweak Dirichlet processes in infinite dimension
Optimal stochastic control (93E20) PDEs with randomness, stochastic partial differential equations (35R60) Existence theories for optimal control problems involving partial differential equations (49J20) PDEs in connection with control and optimization (35Q93)
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