Stochastic Control on Hilbert Space for Linear Evolution Equations with Random Operator-Valued Coefficients
- 1 May 1981
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 19 (3) , 401-430
- https://doi.org/10.1137/0319023
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- On Optimal Control of Linear Stochastic Equations with a Linear-Quadratic CriterionSIAM Journal on Control and Optimization, 1977
- The Infinite-Dimensional Riccati Equation for Systems Defined by Evolution OperatorsSIAM Journal on Control and Optimization, 1976
- Linear Quadratic Optimal Stochastic Control with Random CoefficientsSIAM Journal on Control and Optimization, 1976
- Optimal Control of Stochastic Linear Distributed Parameter SystemsSIAM Journal on Control, 1975
- Sur l'équation de Riccati associée à des opérateurs non bornés, en dimension infinieJournal of Functional Analysis, 1971
- Optimal Control of Systems Governed by Partial Differential EquationsPublished by Springer Nature ,1971
- Feedback control of a class of linear systems with jump parametersIEEE Transactions on Automatic Control, 1969
- On the stochastic maximum principleJournal of Mathematical Analysis and Applications, 1968