Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948): Difference between revisions

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scientific article; zbMATH DE number 7830345

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English	Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions	scientific article; zbMATH DE number 7830345

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instance of

scholarly article

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title

Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (English)

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published in

Memoirs of the American Mathematical Society

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publication date

10 April 2024

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full work available at URL

https://arxiv.org/abs/1901.00978

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zbMATH Keywords

backward stochastic Riccati equation

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stochastic linear quadratic problem

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infinite dimensions

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optimal feedback operator

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transposition solution

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MaRDI profile type

Publication

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cites work

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Identifiers

arXiv ID

1901.00978

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6204948

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