Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise (Q4016759): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/0330040 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2056488881 / rank | |||
Normal rank | |||
Latest revision as of 15:23, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise |
scientific article |
Statements
Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise (English)
0 references
16 January 1993
0 references
analytic semigroups
0 references
regularly dissipative operators
0 references
Itô stochastic calculus
0 references
quadratic optimal control
0 references
linear stochastic evolution equation
0 references
unbounded coefficients
0 references
algebraic Riccati equation
0 references
