Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise (Q483017): Difference between revisions
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Revision as of 22:45, 19 March 2024
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
Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise (English)
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15 December 2014
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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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