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zbMath0582.93035MaRDI QIDQ3707860

Giuseppe Da Prato

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

infinite dimensional Riccati equation linear stochastic optimal control

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Groups and semigroups of linear operators (47D03) Control/observation systems in abstract spaces (93C25) Equations involving linear operators, with operator unknowns (47A62)

Related Items (2)

Optimal control for stochastic delay evolution equations ⋮ Feedback exact null controllability for unbounded control problems in Hilbert space

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