The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340): Difference between revisions
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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 | |||
| Property / zbMATH Keywords: Riccati equations / rank | |||
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white noise analysis | |||
| Property / zbMATH Keywords: white noise analysis / rank | |||
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polynomial chaos expansion method | |||
| Property / zbMATH Keywords: polynomial chaos expansion method / rank | |||
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Revision as of 02:50, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach |
scientific article |
Statements
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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