Stochastic optimization theory in Hilbert spaces. I

DOI10.1007/BF01449026zbMath0306.90056OpenAlexW2020801156MaRDI QIDQ1217662

A. V. Balakrishnan

Publication date: 1974

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01449026

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic programming (90C15) Estimation and detection in stochastic control theory (93E10) Numerical methods in optimal control (49M99)

Related Items (9)

White noise in atmospheric optics ⋮ The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems ⋮ Chandrasekhar algorithms for linear time varying distributed systems ⋮ The Stochastic Linear Quadratic Control Problem with Singular Estimates ⋮ A reduced basis Kalman filter for parametrized partial differential equations ⋮ Stochastic evolution equations ⋮ Stochastic evolution equations with general white noise disturbance ⋮ Optimal Control and Observation Locations for Time-Varying Systems on a Finite-Time Horizon ⋮ Distributed parameter filtering: boundary noise and discrete observations

Cites Work

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• Stochastic differential systems. I: Filtering and control. A function space approach
• Infinite-dimensional filtering: The Kalman\3-Bucy filter in Hilbert space
• On the Optimal Control of a System Governed by a Linear Parabolic Equation with White Noise Inputs
• Stochastic Control: A Function Space Approach
• Harmonic analysis on Hilbert space
• Defect subspaces and generalized resolvents of an Hermitian operator in the space \(\Pi_\kappa\)

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