Stochastic Control on Hilbert Space for Linear Evolution Equations with Random Operator-Valued Coefficients
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/0319023
Reference11 articles.
1. Optimal Control of Stochastic Linear Distributed Parameter Systems
2. Linear Quadratic Optimal Stochastic Control with Random Coefficients
3. On Optimal Control of Linear Stochastic Equations with a Linear-Quadratic Criterion
4. The Infinite-Dimensional Riccati Equation for Systems Defined by Evolution Operators
5. Optimal Control of Systems Governed by Partial Differential Equations
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