Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise (Q483017): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise	scientific article

Statements

instance of

scholarly article

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title

Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise (English)

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author

Viorica Mariela Ungureanu

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published in

Journal of Mathematical Analysis and Applications

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publication date

15 December 2014

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zbMATH Keywords

optimal control

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stochastic differential equations

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Markov jumps

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linear quadratic control

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generalized Riccati differential equations

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detectability

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Itô's formula

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jmaa.2014.03.052

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cites work

Q2860799

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On state feedback stabilization of singular systems with random abrupt changes

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Queueing networks with discrete time scale. Explicit expressions for the steady state behaviour of discrete time stochastic networks

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Criteria for exponential stability of linear differential equations with positive evolution on ordered Banach spaces

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Q4816735

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Mathematical methods in robust control of linear stochastic systems.

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Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters

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Lyapunov coupled equations for continuous-time infinite Markov jump linear systems

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Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems

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On an infinite dimensional perturbed Riccati differential equation arising in stochastic control

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Q4086524

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Stochastic Differential Equations in Infinite Dimensions

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Q3339049

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Q4774403

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Q3963820

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The Elements of Operator Theory

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Semigroups of linear operators and applications to partial differential equations

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Stochastic Equations in Infinite Dimensions

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Q4049667

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Stochastic uniform observability of general linear differential equations

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Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability

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Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces

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Q5250950

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Stability of discrete-time positive evolution operators on ordered Banach spaces and applications

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Identifiers

zbMATH Open document ID

1304.93081

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DOI

10.1016/j.jmaa.2014.03.052

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:483017

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2014.03.052
+Normal rank
@@ Property / OpenAlex ID @@
+W2009311948
@@ Property / OpenAlex ID: W2009311948 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2860799
@@ Property / cites work: Q2860799 / rank @@
+Normal rank
@@ Property / cites work @@
+On state feedback stabilization of singular systems with random abrupt changes
+Normal rank
@@ Property / cites work @@
+Queueing networks with discrete time scale. Explicit expressions for the steady state behaviour of discrete time stochastic networks
+Normal rank
@@ Property / cites work @@
+Criteria for exponential stability of linear differential equations with positive evolution on ordered Banach spaces
+Normal rank
@@ Property / cites work @@
+Q4816735
@@ Property / cites work: Q4816735 / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical methods in robust control of linear stochastic systems.
+Normal rank
@@ Property / cites work @@
+Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters
+Normal rank
@@ Property / cites work @@
+Lyapunov coupled equations for continuous-time infinite Markov jump linear systems
+Normal rank
@@ Property / cites work @@
+Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems
+Normal rank
@@ Property / cites work @@
+On an infinite dimensional perturbed Riccati differential equation arising in stochastic control
+Normal rank
@@ Property / cites work @@
+Q4086524
@@ Property / cites work: Q4086524 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations in Infinite Dimensions
+Normal rank
@@ Property / cites work @@
+Q3339049
@@ Property / cites work: Q3339049 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4774403
@@ Property / cites work: Q4774403 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3963820
@@ Property / cites work: Q3963820 / rank @@
+Normal rank
@@ Property / cites work @@
+The Elements of Operator Theory
@@ Property / cites work: The Elements of Operator Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Semigroups of linear operators and applications to partial differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4049667
@@ Property / cites work: Q4049667 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic uniform observability of general linear differential equations
+Normal rank
@@ Property / cites work @@
+Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
+Normal rank
@@ Property / cites work @@
+Optimal control for linear discrete-time systems with Markov perturbations in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+Q5250950
@@ Property / cites work: Q5250950 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability of discrete-time positive evolution operators on ordered Banach spaces and applications
+Normal rank