Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise

DOI10.1016/j.jmaa.2014.03.052zbMath1304.93081OpenAlexW2009311948MaRDI QIDQ483017

Viorica Mariela Ungureanu

Publication date: 15 December 2014

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.03.052

zbMATH Keywords

optimal controlstochastic differential equationsItô's formuladetectabilityMarkov jumpslinear quadratic controlgeneralized Riccati differential equations

Mathematics Subject Classification ID

Related Items (7)

Almost automorphic solutions for fractional stochastic differential equations and its optimal control ⋮ The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems ⋮ Stability analysis for stochastic differential equations with infinite Markovian switchings ⋮ Quadratic stabilizability andH_∞control of linear discrete-time stochastic uncertain systems ⋮ \(H_\infty\) control for nonlinear infinite Markov jump systems ⋮ Robust \(H_2/H_\infty\) fuzzy filtering for nonlinear stochastic systems with infinite Markov jump ⋮ Unnamed Item

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