The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340)
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scientific article; zbMATH DE number 6640239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach |
scientific article; zbMATH DE number 6640239 |
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The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (English)
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18 October 2016
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stochastic linear quadratic optimal control problem
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Itô-Skorokhod integral
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Riccati equations
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white noise analysis
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polynomial chaos expansion method
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