Optimal Feedback Controls of Stochastic Linear Quadratic Control Problems in Infinite Dimensions with Random Coefficients

DOI10.1016/J.MATPUR.2023.02.010zbMath1511.49022arXiv2202.10212MaRDI QIDQ6391725

Publication date: 21 February 2022

Optimal feedback synthesis (49N35) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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