The Stochastic Linear Quadratic Control Problem with Singular Estimates
From MaRDI portal
Publication:2968550
DOI10.1137/16M1056183zbMath1358.49029MaRDI QIDQ2968550
Tijana Levajković, Cavit Hafizoglu, Hermann Mena, Irena Lasiecka, Amjad M. Tuffaha
Publication date: 17 March 2017
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Optimality conditions for problems involving partial differential equations (49K20) Control/observation systems governed by partial differential equations (93C20) PDEs of mixed type (35M10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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