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Stationary Hamilton-Jacobi equations in Hilbert spaces and applications to a stochastic optimal control problem. (English) Zbl 0992.60066

MSC:
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60J35 Transition functions, generators and resolvents
93C20 Control/observation systems governed by partial differential equations
93E20 Optimal stochastic control
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