Keywords
- Hilbert Space
- Mild Solution
- Bellman Equation
- Gronwall Lemma
- Stochastic Evolution Equation
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
This is a preview of subscription content, access via your institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsPreview
Unable to display preview. Download preview PDF.
References
V. BARBU-G. DA PRATO, Hamilton Jacobi Equations in Hilbert Spaces, Pitman, London (1983).
V. BARBU-G. DA PRATO, Solution of the Bellman Equation Associated with an Infinite Dimensional Stochastic Control Problem and Synthesis of Optimal Control, SIAM J. Control and Optimization, 21, 4 (1983) 531–550.
V. BARBU-Th. PRECUPANU, Convexity and Optimization in Banach Spaces, SIJTHOFF and NOORDHOFF, Grönigen, (1978).
G. DA PRATO, Direct Solution of the Bellman Equation for a Stochastic Control Problem, Control Theory for Distributed Parameter Systems and Applications Edited by F. KAPPEL, K. KUNISCH, W. SCHAPPACHER, SPRINGERVERLAG (1983), Lecture Notes in Control and Information Sciences vol. 54, 92–99.
W.H. FLEMING-R.W. RISHEL, Deterministic and Stochastic Optimal Control, Springer-Verlag, New York, (1975).
A. ICHICAWA, Linear Stochastic Evolution Equations in Hilbert Spaces, J. Diff. Equat. 28 (1978) 266–283.
P. KOTELENEZ, A submartingale type inequality with applications to stochastic evolution equations, Stochastics, 8 (1982) 139–151.
M. METIVIER-J. PELLAUMAIL, Stochastic Integral, Academic Press (1977).
E. PARDOUX, Equations aux dérivées partielles stochastiques non linéaires monotones. Thèse, Université Paris XI (1975).
L. TARTAR, Sur l’étude directe d’équation non linéaires intervenant en Théorie du Contrôle Optimal, J. Functional Analysis 17 (1974), 1–47.
L. TUBARO, On abstract Stochastic Differential Equation in Hilbert Spaces with Dissipative Drift, Stochastic Analysis And Applications, 4 (1983), 205–214.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 1985 Springer-Verlag
About this paper
Cite this paper
Da Prato, G. (1985). Some results on stationary Bellman equation in Hilbert spaces. In: Dolcetta, I.C., Fleming, W.H., Zolezzi, T. (eds) Recent Mathematical Methods in Dynamic Programming. Lecture Notes in Mathematics, vol 1119. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0074779
Download citation
DOI: https://doi.org/10.1007/BFb0074779
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-15217-0
Online ISBN: 978-3-540-39365-8
eBook Packages: Springer Book Archive
