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Property / author: Amjad M. Tuffaha / rank
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Property / author
 
Property / author: Amjad M. Tuffaha / rank
 
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stochastic linear quadratic optimal control problem
Property / zbMATH Keywords: stochastic linear quadratic optimal control problem / rank
 
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Itô-Skorokhod integral
Property / zbMATH Keywords: Itô-Skorokhod integral / rank
 
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Riccati equations
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white noise analysis
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polynomial chaos expansion method
Property / zbMATH Keywords: polynomial chaos expansion method / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.3934/eect.2016.5.105 / rank
 
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Latest revision as of 17:41, 12 July 2024

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The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach
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    The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (English)
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    18 October 2016
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    stochastic linear quadratic optimal control problem
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    Itô-Skorokhod integral
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    Riccati equations
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    white noise analysis
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    polynomial chaos expansion method
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