Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (Q2698034)
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scientific article; zbMATH DE number 7674696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients |
scientific article; zbMATH DE number 7674696 |
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Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (English)
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14 April 2023
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stochastic linear quadratic optimal control problem
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stochastic evolution equation
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random coefficients
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backward stochastic Riccati equation
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\(H_\lambda\)-transposition solution
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