Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian

Details Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian

2010-07-12

arxiv.org/abs/1007.1882v1

Mathematics

Probability

Scientific paper

We consider Hamilton Jacobi Bellman equations in an inifinite dimensional
Hilbert space, with quadratic (respectively superquadratic) hamiltonian and
with continuous (respectively lipschitz continuous) final conditions. This
allows to study stochastic optimal control problems for suitable controlled
Ornstein Uhlenbeck process with unbounded control processes.

Affiliated with

Also associated with

No associations

Rating

Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-696262