Solution of the Bellman Equation Associated with an Infinite Dimensional Stochastic Control Problem and Synthesis of Optimal Control

DOI10.1137/0321032zbMath0511.93072OpenAlexW1979665127MaRDI QIDQ4750513

Viorel Barbu, Giuseppe Da Prato

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1137/0321032

zbMATH Keywords

Bellman equationconvex functionsoptimal feedback

Mathematics Subject Classification ID

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

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