Infinite-dimensional Hamilton-Jacobi-Bellman equations in Gauss-Sobolev spaces

Nonlinear Analysis, Theory, Methods and Applications

Volumn 29, Issue 4, 1997, Pages 415-426

  Chow, Pao Liu ^a   Menaldi, Jose Luis ^a  

^a WAYNE STATE UNIVERSITY   (United States)

Author keywords

Coercivity; Dynamic programming; Gaussian and invariant measures; Monotone operator

Indexed keywords

BOUNDARY CONDITIONS; BROWNIAN MOVEMENT; DYNAMIC PROGRAMMING; MATHEMATICAL OPERATORS; OPTIMAL CONTROL SYSTEMS; PARTIAL DIFFERENTIAL EQUATIONS; STOCHASTIC CONTROL SYSTEMS;

FRECHET DERIVATIVES; HAMILTON JACOBI BELLMAN (HJB) EQUATION; WIENER PROCESS;

BOUNDARY VALUE PROBLEMS;

EID: 0031208956     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0362-546X(96)00043-0     Document Type: Article

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