Semi-group methods in stochastic control
Some asymptotic problems in fully nonlinear elliptic equations and stochastic control
Some results for the reflection problems in Hilbert spaces
Stochastic diffrential equations on Banach spaces and their optimal feedback control
In this paper we consider stochastic differential equations on Banach spaces (not Hilbert). The system is semilinear and the principal operator generating a C₀-semigroup is perturbed by a class of bounded linear operators considered as feedback operators from an admissible set. We consider the corresponding family of measure valued functions and present sufficient conditions for weak compactness. Then we consider applications of this result to several interesting optimal feedback control problems....
Stochastic evolution equations on Hilbert spaces with partially observed relaxed controls and their necessary conditions of optimality
In this paper we consider the question of optimal control for a class of stochastic evolution equations on infinite dimensional Hilbert spaces with controls appearing in both the drift and the diffusion operators. We consider relaxed controls (measure valued random processes) and briefly present some results on the question of existence of mild solutions including their regularity followed by a result on existence of partially observed optimal relaxed controls. Then we develop the necessary conditions...
Synthesis of stochastic optimal control for a convex optimization problem in Hilbert spaces
Si studia il problema della sintesi per un problema di controllo stocastico con equazione di stato lineare e funzione costo convessa.