Title :
Dynamic programming and Bellman equation in Hilbert space
Author_Institution :
Scuola Normale Superiore, Pisa, Italy
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;
Conference_Titel :
Decision and Control, 1984. The 23rd IEEE Conference on
Conference_Location :
Las Vegas, Nevada, USA
DOI :
10.1109/CDC.1984.272199
