scientific article; zbMATH DE number 3808381

zbMath0512.49007MaRDI QIDQ4751266

Franco Flandoli

Publication date: 1982

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

zbMATH Keywords

Riccati equationboundary control problemsparabolic equation with state-dependent noise

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Initial-boundary value problems for second-order parabolic equations (35K20) Optimal stochastic control (93E20) Groups and semigroups of linear operators (47D03) PDEs with randomness, stochastic partial differential equations (35R60) Existence theories for problems in abstract spaces (49J27) Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (4)

Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise ⋮ Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary ⋮ The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems ⋮ Direct solution of a Riccati equation arising in stochastic control theory

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