Riccati equation arising in the boundary control of stochastic hyperbolic systems
DOI10.1080/07362998608809085zbMath0593.93067OpenAlexW2084917589MaRDI QIDQ3724214
Publication date: 1986
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362998608809085
boundary controlHilbert spacesRiccati equationunbounded coefficientsabstract stochastic linear quadratic regulator problemof hyperbolic typestochastic partial differential equations (in the sense of Itô)stochastic partial differential equations (in the sense of Itô) of hyperbolic type
Initial-boundary value problems for second-order hyperbolic equations (35L20) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Synthesis problems (93B50) Control/observation systems in abstract spaces (93C25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30)
Related Items (1)
Cites Work
- Unnamed Item
- Regularity of hyperbolic equations under \(L^ 2(0,T;L_ 2(\Gamma))\)- Dirichlet boundary terms
- Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary
- A cosine operator approach to modeling \(L_ 2(\)0,T;\(L_ 2(\)Gammma))- boundary input hyperbolic equations
- Ito's lemma in infinite dimensions
- Riccati Equation Arising in a Boundary Control Problem with Distributed Parameters
- Dynamic Programming Approach to Stochastic Evolution Equations
- Dirichlet Boundary Control Problem for Parabolic Equations with Quadratic Cost: Analyticity and Riccati’s Feedback Synthesis
This page was built for publication: Riccati equation arising in the boundary control of stochastic hyperbolic systems
