Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces (Q5244639)
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scientific article; zbMATH DE number 6420754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces |
scientific article; zbMATH DE number 6420754 |
Statements
Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces (English)
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27 March 2015
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backward stochastic differential equations in infinite dimensions
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Riccati equation
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linear quadratic optimal control
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Hilbert spaces
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stochastic coefficients
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