Asymptotic distribution of some quadratic functionals of linear stochastic evolution systems

DOI10.1007/BF00941475zbMath0792.93044MaRDI QIDQ1321264

Bozenna Pasik-Duncan

Publication date: 21 July 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

quadratic functionalsmultidimensional Wiener processlinear stochastic evolution systems

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

Related Items

Optimizing the fractional power in a model with stochastic PDE constraints

Cites Work

• Uniform operator continuity of the stationary Riccati equation in Hilbert space
• Dynamic Programming Approach to Stochastic Evolution Equations
• Adaptive control of linear stochastic evolution systems
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