Dynamic programming and Bellman equation in Hilbert space

Author

Prato, G.

Author_Institution

Scuola Normale Superiore, Pisa, Italy

fYear

1984

fDate

12-14 Dec. 1984

Firstpage

1169

Lastpage

1170

Abstract

We solve a Bellman equation in Hilbert spaces and give an application to an optimal control problem.

Keywords

Dynamic programming; Hilbert space; Nonlinear equations; Optimal control; Space heating; Stochastic processes;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1984. The 23rd IEEE Conference on

Conference_Location

Las Vegas, Nevada, USA

Type

DOI

10.1109/CDC.1984.272199

Filename

4048075

Link To Document