Stochastic Control on Hilbert Space for Linear Evolution Equations with Random Operator-Valued Coefficients (Q3921747)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control on Hilbert Space for Linear Evolution Equations with Random Operator-Valued Coefficients |
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Stochastic Control on Hilbert Space for Linear Evolution Equations with Random Operator-Valued Coefficients (English)
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1981
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stochastic control
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Hilbert space
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linear evolution equations
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measurable operator-valued random processes
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necessary conditions of optimality
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quadratic (random) cost function
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optimal feedback controls
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random operator Riccati equation
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backward stochastic evolution equation
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optimal control of infinite dimensional stochastic systems
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