Solution of the Bellman Equation Associated with an Infinite Dimensional Stochastic Control Problem and Synthesis of Optimal Control
- 1 July 1983
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 21 (4) , 531-550
- https://doi.org/10.1137/0321032
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A direct method for studying the dynamic programming equation for controlled diffusion processes in hilbert spacesNumerical Functional Analysis and Optimization, 1981
- Infinite Dimensional Linear Systems TheoryPublished by Springer Nature ,1978
- Deterministic and Stochastic Optimal ControlPublished by Springer Nature ,1975
- The Cauchy problem for a nonlinear first order partial differential equationJournal of Differential Equations, 1969