HJB Equations in Infinite Dimension and Optimal Control of...

SIAM Journal on Control and Optimization 2017 / 01 Vol. 55; Iss. 6

HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition

Fabbri, Giorgio, Russo, Francesco
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Volume:
55
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/17M1113801
Date:
January, 2017
File:
PDF, 284 KB
english, 2017
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