Infinite Horizon Stochastic Optimal Control Problems with Degenerate Noise and Elliptic Equations in Hilbert Spaces
Journal Article
·
· Applied Mathematics and Optimization
- Dipartimento Matematica, Politecnico di Milano, Piazza Leonardo da Vinci 32, 20133 (Italy)
Semilinear elliptic partial differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. These results are applied to a stochastic optimal control problem with infinite horizon. Applications to controlled stochastic heat and wave equations are given.
- OSTI ID:
- 21064187
- Journal Information:
- Applied Mathematics and Optimization, Journal Name: Applied Mathematics and Optimization Journal Issue: 3 Vol. 55; ISSN 0095-4616
- Country of Publication:
- United States
- Language:
- English
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