Optimal control of a class of stochastic partial differential equations

1982 ◽  
Vol 31 (6) ◽  
pp. 471-472
Author(s):  
L. E. Shaikhet
Keyword(s):  
Optimal Control ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Stochastic Partial Differential Equations ◽  
Partial Differential

scholarly journals Optimal control for stochastic partial differential equations and viscosity solutions of Bellman equations

1991 ◽  
Vol 123 ◽  
pp. 13-37 ◽  
Author(s):  
Makiko Nisio
Keyword(s):  
Optimal Control ◽  
Partial Differential Equations ◽  
Differential Equations ◽  
Nonlinear Equations ◽  
Viscosity Solutions ◽  
Hilbert Spaces ◽  
Stochastic Partial Differential Equations ◽  
Infinite Dimensions ◽  
Partial Differential ◽  
Bellman Equations

Recently M. G. Crandall and P. L. Lions developed the viscosity theory on nonlinear equations in infinite dimensions and optimal control in Hilbert spaces, in two series of papers, [1], [4].

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