A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces
type: Item
instance of: scholarly article
title: A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces
zbMATH Open document ID: 1371.49015
author: Tijana Levajković
author: Hermann Mena
author: Amjad Tuffaha
published in: Applied Mathematics and Optimization
publication date: 2017-08-10T00:00:00Z
Mathematics Subject Classification ID: 49J55
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 49M30
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 6759149
zbMATH Keywords: stochastic linear quadratic regulator problems
zbMATH Keywords: feedback control
zbMATH Keywords: approximation schemes
zbMATH Keywords: Riccati equations
MaRDI profile type: Publication
full work available at URL: s00245-016-9339-3
OpenAlex ID: W2344818275
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DOI: 10.1007/S00245-016-9339-3
description: scientific article; zbMATH DE number 6759149