Riccati equation arising in the boundary control of stochastic hyperbolic systems (Q3724214)

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Riccati equation arising in the boundary control of stochastic hyperbolic systems
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    Riccati equation arising in the boundary control of stochastic hyperbolic systems (English)
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    1986
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    boundary control
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    Riccati equation
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    Hilbert spaces
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    unbounded coefficients
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    abstract stochastic linear quadratic regulator problem
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    stochastic partial differential equations (in the sense of Itô)
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    of hyperbolic type
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    stochastic partial differential equations (in the sense of Itô) of hyperbolic type
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