Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. Part I: the case of bounded stochastic evolutions

Acta Mathematica

Volumn 161, Issue 1, 1988, Pages 243-278

  Lions, P L ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34250087346     PISSN: 00015962     EISSN: 18712509     Source Type: Journal    
DOI: 10.1007/BF02392299     Document Type: Article

References (34)

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5. Some properties of viscosity solutions of Hamilton-Jacobi equation
6. Some results on Bellman equations in Hilbert spaces
7. Les aspects probabilistes du contrôle stochastique
8. Nonconvex minimization problems
9. Nonlinear semigroup for controlled partially observed diffusions
10. Nonlinear semigroup for the unnormalized conditional density
11. Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observations
12. A uniqueness result for viscosity solutions of second-order fully nonlinear partial differential equations
13. Control of a solution of a stochastic integral equation
14. A remark on regularization in Hilbert spaces
15. On the Hamilton-Jacobi-Bellman equations
16. Optimal control of diffusion processes and Hamilton-Jacobi-Bellman equations. Part 2.
17. N
18. Some recent results in the optimal control of diffusion processes
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20. On a nonlinear semigroup attached to optimal stochastic control
21. Optimization of functions on certain subsets of Banach spaces