Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (Q2698034)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients |
scientific article |
Statements
Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (English)
0 references
14 April 2023
0 references
stochastic linear quadratic optimal control problem
0 references
stochastic evolution equation
0 references
random coefficients
0 references
backward stochastic Riccati equation
0 references
\(H_\lambda\)-transposition solution
0 references
