On stochastic ergodic control in infinite dimensions
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F11%3A10103357" target="_blank" >RIV/00216208:11320/11:10103357 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1007/978-3-0348-0021-1" target="_blank" >http://dx.doi.org/10.1007/978-3-0348-0021-1</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-0348-0021-1" target="_blank" >10.1007/978-3-0348-0021-1</a>
Alternative languages
Result language
angličtina
Original language name
On stochastic ergodic control in infinite dimensions
Original language description
Hamilton-Jacobi Bellman equation for the stochastic ergodic control problem is dealt with and the existence and uniqueness of solutions is shown. The formulas for the optimal control and optimal cost are found. The result is applied to controlled stochastic reaction-diffusion equation.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
—
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Seminar on Stochastic Analysis, Random Filelds and Applications VI
ISBN
978-3-0348-0020-4
ISSN
1050-6977
e-ISSN
—
Number of pages
13
Pages from-to
95-108
Publisher name
Springer
Place of publication
Basel
Event location
Ascona
Event date
May 19, 2008
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000291709800006