Stochastic optimization theory in Hilbert spaces?1
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/BF01449026.pdf
Reference10 articles.
1. P. Falb, Infinite-dimensional filtering: the Kalman-Bucy filter in Hilbert spaceInformation and Control 11, 102?137, 1967.
2. H. Kushner, On the optimal control of a system governed by a linear parabolic equation with ?white noise? input,SIAM Journal on Control 6, No. 4 1968.
3. A. Bensoussan,Filtrage Optimal des Systemes Lineares, Dunod, Paris, 1970.
4. A. V. Balakrishnan,Introduction to Optimization Theory in a Hilbert Space, Springer-Verlag, 1970.
5. A. V. Balakrishnan, Stochastic control: a function space approach,SIAM Journal on Control 10, No. 2, 285?297, May 1972.
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