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Hamilton-Jacobi functional theory for the integration of classical field equations

✍ Scribed by Gerald Rosen


Publisher
Springer
Year
1971
Tongue
English
Weight
197 KB
Volume
4
Category
Article
ISSN
0020-7748

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Hamilton–Jacobi–Bellman Equations for th
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We study a class of Hamilton Jacobi Bellman (HJB) equations associated to stochastic optimal control of the Duncan Mortensen Zakai equation. The equations are investigated in weighted L 2 spaces. We introduce an appropriate notion of weak (viscosity) solution of such equations and prove that the val