Abstract
This last chapter of the book completes the picture of the main methods used to study second-order HJB equations in Hilbert spaces and related optimal control problems by presenting a survey of results that can be achieved with the techniques of Backward SDEs in infinite dimension.
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Fuhrman, M., Tessitore, G. (2017). HJB Equations Through Backward Stochastic Differential Equations. In: Stochastic Optimal Control in Infinite Dimension. Probability Theory and Stochastic Modelling, vol 82. Springer, Cham. https://doi.org/10.1007/978-3-319-53067-3_6
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DOI: https://doi.org/10.1007/978-3-319-53067-3_6
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-53066-6
Online ISBN: 978-3-319-53067-3
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