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math.PR2020
Viscosity Solutions to Second Order Path-Dependent Hamilton-Jacobi-Bellman Equations in Hilbert Spaces
Jianjun Zhou
In this article, a notion of viscosity solutions is introduced for second order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for…
math.PR2020
Viscosity Solutions to First Order Path-Dependent Hamilton-Jacobi-Bellman Equations in Hilbert Space
Jianjun Zhou
In this article, a notion of viscosity solutions is introduced for first order path-dependent Hamilton-Jacobi-Bellman (PHJB) equations associated with optimal control problems for…