Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948)
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scientific article; zbMATH DE number 7830345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions |
scientific article; zbMATH DE number 7830345 |
Statements
Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (English)
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10 April 2024
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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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