Chapter: Application to stochastic optimal control problems

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Home > Second Order PDE' s in Finite and Infinite Dimension: A Probabilistic Approach > Application to stochastic optimal control problems

Second Order PDE' s in Finite and Infinite Dimension: A Probabilistic Approach |

Sandra Cerrai

Springer Berlin Heidelberg

Second Order PDE' s in Finite and Infinite Dimension: A Probabilistic Approach

Application to stochastic optimal control problems

Chapter Info

ARI Id

1664894743081_3966927

Access

Not Available Free

Pages

281-300

DOI

10.1007/3-540-45147-1_11

Chapter URL

https://rd.springer.com/chapter/10.1007/3-540-45147-1_11

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Chapters/Headings	Author(s)	Pages	Info
Front Matter		i-ix
Introduction		1-18
Kolmogorov equations in Rd with unbounded coefficients		21-63
Asymptotic behaviour of solutions		65-80
Analyticity of the semigroup in a degenerate case		81-101
Smooth dependence on data for the SPDE: the Lipschitz case		105-141
Kolmogorov equations in Hilbert spaces		143-170
Smooth dependence on data for the SPDE: the non-Lipschitz case (I)		171-203
Smooth dependence on data for the SPDE: the non-Lipschitz case (II)		205-220
Ergodicity		221-235
Hamilton- Jacobi-Bellman equations in Hilbert spaces		237-279
Application to stochastic optimal control problems		281-300
Back Matter		301-330
Chapters/Headings	Author(s)	Pages	Info

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