Singular perturbations and optimal control of stochastic systems in infinite dimension: HJB equations and viscosity solutions

被引：0

作者：

S Wiȩch, Andrzej ^{[1
]}

机构：

[1] School of Mathematics, Georgia Institute of Technology, Atlanta,GA,30332, United States

来源：

ESAIM - Control, Optimisation and Calculus of Variations | 2021年 / 27卷

关键词：

26;

D O I：

暂无

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摘要：

引用

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[1] SINGULAR PERTURBATIONS AND OPTIMAL CONTROL OF STOCHASTIC SYSTEMS IN INFINITE DIMENSION: HJB EQUATIONS AND VISCOSITY SOLUTIONS
Swiech, Andrzej
[J]. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2021, 27
[2] HJB EQUATIONS IN INFINITE DIMENSION AND OPTIMAL CONTROL OF STOCHASTIC EVOLUTION EQUATIONS VIA GENERALIZED FUKUSHIMA DECOMPOSITION
Fabbri, Giorgio
Russo, Francesco
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2017, 55 (06) : 4072 - 4091
[3] Viscosity solutions methods for singular perturbations in deterministic and stochastic control
Alvarez, O
Bardi, M
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2001, 40 (04) : 1159 - 1188
[4] ON THE VISCOSITY SOLUTIONS OF HYBRID HJB EQUATIONS ARISING IN OPTIMAL CONTROL OF LOSS NETWORKS
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Caines, Peter E.
Malhame, Roland P.
[J]. COMMUNICATIONS IN INFORMATION AND SYSTEMS, 2008, 8 (01) : 17 - 38
[5] HJB EQUATIONS FOR THE OPTIMAL CONTROL OF DIFFERENTIAL EQUATIONS WITH DELAYS AND STATE CONSTRAINTS, I: REGULARITY OF VISCOSITY SOLUTIONS
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[6] A CLASS OF INFINITE-HORIZON STOCHASTIC DELAY OPTIMAL CONTROL PROBLEMS AND A VISCOSITY SOLUTION TO THE ASSOCIATED HJB EQUATION
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[J]. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2018, 24 (02) : 639 - 676
[7] Stochastic optimal control of nonlinear systems and viscosity solutions of Hamilton-Jacobi-Bellman equations
Çimen, T
[J]. DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, 2003, : 358 - 363
[8] A PROBABILISTIC APPROACH TO LARGE TIME BEHAVIOR OF MILD SOLUTIONS OF HJB EQUATIONS IN INFINITE DIMENSION
Hu, Ying
Madec, Pierre-Yves
Richou, Adrien
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2015, 53 (01) : 378 - 398
[9] PATH-DEPENDENT EQUATIONS AND VISCOSITY SOLUTIONS IN INFINITE DIMENSION
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[J]. ANNALS OF PROBABILITY, 2018, 46 (01): : 126 - 174
[10] Singular perturbations in stochastic optimal control with unbounded data
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[J]. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2023, 29

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