Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
type: Item
instance of: scholarly article
title: Second order parabolic Hamilton-Jacobi-Bellman equations in Hilbert spaces and stochastic control: \(L^{2}_{\mu}\) approach
zbMATH Open document ID: 1111.49021
author: Fausto Gozzi
author: B. Goldys
published in: Stochastic Processes and their Applications
publication date: 2007-01-09T00:00:00Z
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 49J55
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 5083386
zbMATH Keywords: Hamilton-Jacobi equation
zbMATH Keywords: stochastic evolution equation
zbMATH Keywords: stochastic optimal control
zbMATH Keywords: dynamic programming
MaRDI profile type: Publication
full work available at URL: j.spa.2006.05.006
OpenAlex ID: W2030816450
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DOI: 10.1016/J.SPA.2006.05.006
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