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Some results on stationary Bellman equation in Hilbert spaces

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Part of the Lecture Notes in Mathematics book series (LNM,volume 1119)

Keywords

  • Hilbert Space
  • Mild Solution
  • Bellman Equation
  • Gronwall Lemma
  • Stochastic Evolution Equation

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References

  1. V. BARBU-G. DA PRATO, Hamilton Jacobi Equations in Hilbert Spaces, Pitman, London (1983).

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  4. 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.

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© 1985 Springer-Verlag

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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

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  • DOI: https://doi.org/10.1007/BFb0074779

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15217-0

  • Online ISBN: 978-3-540-39365-8

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