A DIRECT METHOD FOR STUDYING THE DYNAMIC-PROGRAMMING EQUATION FOR CONTROLLED DIFFUSION-PROCESSES IN HILBERT-SPACES

被引：4

作者：

BARBU, V ^{[1
]}

DAPRATO, G ^{[1
]}

机构：

[1] SCUOLA NORM SUPER,I-56100 PISA,ITALY

来源：

NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION | 1981年 / 4卷 / 01期

关键词：

D O I：

10.1080/01630568108816104

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

引用

页码：23 / 43

页数：21

共 13 条

[1] EXISTENCE FOR THE DYNAMIC-PROGRAMMING EQUATION OF CONTROL DIFFUSION-PROCESSES IN HILBERT-SPACE
HAVARNEANU, T
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 1985, 9 (06) : 619 - 629
[2] SUPPORT THEOREM FOR DIFFUSION-PROCESSES ON HILBERT-SPACES
AIDA, S
PUBLICATIONS OF THE RESEARCH INSTITUTE FOR MATHEMATICAL SCIENCES, 1990, 26 (06) : 947 - 965
[3] ON DIFFUSION-PROCESSES AND THEIR SEMIGROUPS IN HILBERT-SPACES WITH AN APPLICATION TO INTERACTING STOCHASTIC-SYSTEMS
LEHA, G
RITTER, G
ANNALS OF PROBABILITY, 1984, 12 (04): : 1077 - 1112
[4] EXISTENCE AND UNIQUENESS OF THE DYNAMIC-PROGRAMMING EQUATION IN HILBERT-SPACE
BARBU, V
DAPRATO, G
POPA, C
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 1983, 7 (03) : 283 - 299
[5] DYNAMIC-PROGRAMMING APPROACH TO THE OPTIMAL-CONTROL OF SYSTEMS GOVERNED BY NON WELL POSED CAUCHY-PROBLEMS IN HILBERT-SPACES
FLANDOLI, F
BOLLETTINO DELLA UNIONE MATEMATICA ITALIANA, 1986, 5B (01): : 177 - 195
[6] OPTIMAL-CONTROL OF DIFFUSION-PROCESSES AND HAMILTON-JACOBI-BELLMAN EQUATIONS .1. THE DYNAMIC-PROGRAMMING PRINCIPLE AND APPLICATIONS
LIONS, PL
COMMUNICATIONS IN PARTIAL DIFFERENTIAL EQUATIONS, 1983, 8 (10) : 1101 - 1174
[7] JEmpirical Dynamic Programming for Controlled Diffusion Processes
Karumanchi, Sambhu H.
Belabbas, Mohamed A.
Hovakimyan, Naira
IFAC PAPERSONLINE, 2023, 56 (02): : 11235 - 11241
[8] A DIRECT VARIATIONAL METHOD FOR THE DETERMINATION OF THE EQUIVALENT TIME CONSTANT OF DIFFUSION-PROCESSES
BRYKALSKI, A
KRASON, P
INTERNATIONAL JOURNAL OF HEAT AND MASS TRANSFER, 1983, 26 (03) : 445 - 449
[9] ON THE DYNAMIC PROGRAMMING PRINCIPLE FOR CONTROLLED DIFFUSION PROCESSES IN A CYLINDRICAL REGION
Rokhlin, D. B.
SIBERIAN ELECTRONIC MATHEMATICAL REPORTS-SIBIRSKIE ELEKTRONNYE MATEMATICHESKIE IZVESTIYA, 2013, 10 : 302 - 310
[10] THE USE OF DYNAMIC-PROGRAMMING METHOD FOR STUDYING THE PROBLEMS OF QUADRATIC REGULATOR FOR THE LINEAR HYPERBOLIC-EQUATIONS
RAKHIMOV, MR
DOKLADY AKADEMII NAUK SSSR, 1987, 292 (03): : 553 - 558

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