We solve in mild sense Hamilton Jacobi Bellman equations, both in an infinite dimensional Hilbert space and in a Banach space, with Lipschitz Hamiltonian and Lipschitz continuous final condition, and asking only a weak regularizing property on the transition semigroup of the corresponding state equation. The results are applied to solve stochastic optimal control problems; the models we can treat include a controlled stochastic heat equation in space dimension one and with control and noise on a subdomain.
Masiero, F. (2016). HJB equations in infinite dimensions under weak regularizing properties. JOURNAL OF EVOLUTION EQUATIONS, 16(4), 789-824 [10.1007/s00028-015-0320-4].
Citazione: | Masiero, F. (2016). HJB equations in infinite dimensions under weak regularizing properties. JOURNAL OF EVOLUTION EQUATIONS, 16(4), 789-824 [10.1007/s00028-015-0320-4]. | |
Tipo: | Articolo in rivista - Articolo scientifico | |
Carattere della pubblicazione: | Scientifica | |
Presenza di un coautore afferente ad Istituzioni straniere: | No | |
Titolo: | HJB equations in infinite dimensions under weak regularizing properties | |
Autori: | Masiero, F | |
Autori: | MASIERO, FEDERICA (Corresponding) | |
Data di pubblicazione: | 2016 | |
Lingua: | English | |
Rivista: | JOURNAL OF EVOLUTION EQUATIONS | |
Digital Object Identifier (DOI): | http://dx.doi.org/10.1007/s00028-015-0320-4 | |
Appare nelle tipologie: | 01 - Articolo su rivista |