A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes (Q2405395): Difference between revisions

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Revision as of 11:17, 26 March 2024

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A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes
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    A linear quadratic control problem for the stochastic heat equation driven by Q-Wiener processes (English)
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    25 September 2017
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    heat equation
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    stochastic control
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    Neumann boundary condition
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    Q-Wiener process
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    fractional power operator
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    Riccati equation
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