A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension

Ying Hu, Pierre-Yves Madec, Adrien Richou. A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension. SIAM J. Control and Optimization, 53(1):378-398, 2015. [doi]

Abstract

Abstract is missing.