The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems

DOI10.1007/s00245-023-09969-1zbMath1512.49032OpenAlexW4362699734MaRDI QIDQ6043154

Amjad M. Tuffaha

Publication date: 4 May 2023

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-023-09969-1

zbMATH Keywords

algebraic Riccati equationsinfinite dimensional control systemsstochastic linear quadratic optimal control

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Existence theories for problems in abstract spaces (49J27) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

Riccati-based solution to the optimal control of linear evolution equations with finite memory

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