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Stochastic optimal control in Hilbert spaces: $C^{1,1}$ regularity of the value function and optimal synthesis via viscosity solutions

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	de Feo, Filippo, Święch, Andrzej, Wessels, Lukas
Formato:	Preprint
Publicado:	2023
Materias:	Optimization and Control Analysis of PDEs Probability 93E20, 49L25, 49L12, 49K45, 60H15, 49L20, 49N35, 35R15, 35K57, 34K50
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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