Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise (Q4016759): Difference between revisions
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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)
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16 January 1993
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analytic semigroups
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regularly dissipative operators
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Itô stochastic calculus
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quadratic optimal control
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linear stochastic evolution equation
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unbounded coefficients
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algebraic Riccati equation
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