Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise (Q483017): Difference between revisions
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| Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 49J55 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E15 / rank | |||
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| Property / zbMATH DE Number: 6380652 / rank | |||
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| Property / zbMATH Keywords | |||
optimal control | |||
| Property / zbMATH Keywords: optimal control / rank | |||
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stochastic differential equations | |||
| Property / zbMATH Keywords: stochastic differential equations / rank | |||
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Markov jumps | |||
| Property / zbMATH Keywords: Markov jumps / rank | |||
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linear quadratic control | |||
| Property / zbMATH Keywords: linear quadratic control / rank | |||
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generalized Riccati differential equations | |||
| Property / zbMATH Keywords: generalized Riccati differential equations / rank | |||
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detectability | |||
| Property / zbMATH Keywords: detectability / rank | |||
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Itô's formula | |||
| Property / zbMATH Keywords: Itô's formula / rank | |||
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Revision as of 19:48, 30 June 2023
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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