Direct solution of a riccati equation arising in stochastic control theory
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/BF01442178.pdf
Reference18 articles.
1. Barbu V, Da Prato G (1983), Hamilton-Jacobi equations in Hilbert spaces. Pitman, Boston
2. Curtain RF (1980) Linear stochastic It� equations in Hilbert spaces. In: Stochastic differential systems. Springer-Verlag, Berlin, pp 43?100
3. Curtain RF, Pritchard AJ (1978) Infinite dimensional linear systems theory. Springer-Verlag, Berlin
4. Curtain RF, Falb PL (1970) It�'s lemma in infinite dimensions. J Math Anal 31:434?448
5. Curtain RF, Falb PL (1971) Stochastic differential equations in Hilbert space. J Diff Equations 10:412?430
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