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Optimal Control Problems and Examples

  • Giorgio Fabbri
  • Fausto GozziEmail author
  • Andrzej Święch
Chapter
Part of the Probability Theory and Stochastic Modelling book series (PTSM, volume 82)

Abstract

In this chapter we discuss the connection between the study of infinite-dimensional stochastic optimal control problems and that of second-order Hamilton–Jacobi–Bellman (HJB) equations in Hilbert spaces.

Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  • Giorgio Fabbri
    • 1
  • Fausto Gozzi
    • 2
    Email author
  • Andrzej Święch
    • 3
  1. 1.Aix-Marseille School of EconomicsCNRS, Aix-Marseille University, EHESS, Centrale MarseilleMarseilleFrance
  2. 2.Dipartimento di Economia e FinanzaUniversità LUISS - Guido CarliRomeItaly
  3. 3.School of MathematicsGeorgia Institute of TechnologyAtlantaUSA

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