On the Backward Stochastic Riccati Equation in Infinite Dimensions (Q5317126)
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scientific article; zbMATH DE number 2205820
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Backward Stochastic Riccati Equation in Infinite Dimensions |
scientific article; zbMATH DE number 2205820 |
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On the Backward Stochastic Riccati Equation in Infinite Dimensions (English)
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15 September 2005
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backward stochastic differential equations
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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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