The vanishing viscosity method is adapted to the infinite dimensional case, by showing that the value function of a deterministic optimal control problem can be approximated by the solutions of suitable parabolic equations in Hilbert spaces.
Si adatta il metodo della viscosità artificiale al caso infinito dimensionale, dimostrando che la funzione valore di un problema di controllo deterministico si può approssimare con soluzioni di equazioni paraboliche in spazi di Hilbert.
@article{RLINA_1989_8_83_1_79_0,
author = {Piermarco Cannarsa and Giuseppe Da Prato},
title = {The vanishing viscosity method in infinite dimensions},
journal = {Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti},
volume = {83},
year = {1989},
pages = {79-84},
zbl = {0735.49022},
mrnumber = {1142442},
language = {en},
url = {http://dml.mathdoc.fr/item/RLINA_1989_8_83_1_79_0}
}
Cannarsa, Piermarco; Da Prato, Giuseppe. The vanishing viscosity method in infinite dimensions. Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti, Tome 83 (1989) pp. 79-84. http://gdmltest.u-ga.fr/item/RLINA_1989_8_83_1_79_0/
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