ε-optimale Steuerung einer linearen parabolischen Ito-Gleichung

DOI10.1002/mana.19871340102zbMath0635.93078OpenAlexW2119090682MaRDI QIDQ3775457

Wilfried Grecksch

Publication date: 1987

Published in: Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mana.19871340102

zbMATH Keywords

Hilbert spaceoptimal feedbacklinear stochastic differential equation\(\epsilon \)- optimal linear control

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Optimal stochastic control (93E20) Control/observation systems in abstract spaces (93C25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Inner product spaces and their generalizations, Hilbert spaces (46C99) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (2)

ε-optimal control of random parabolic differential equations by an elliptic approximation ⋮ A Characterization of Approximate Solutions of Multiobjective Stochastic Optimal Control Problems

Cites Work

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