An Infinite-Dimensional Fractional Linear Quadratic Regulator Problem

DOI10.1080/07362994.2012.649618zbMath1245.60066OpenAlexW2048327056MaRDI QIDQ5388156

Wilfried Grecksch, V. V. Anh

Publication date: 18 April 2012

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

Full work available at URL: https://doi.org/10.1080/07362994.2012.649618

zbMATH Keywords

controlled infinite dimensional sde

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic integral equations (60H20)

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