Pages that link to "Item:Q761411"
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The following pages link to Direct solution of a Riccati equation arising in stochastic control theory (Q761411):
Displaying 14 items.
- The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
- Some results on Bellman equations of optimal production control in a stochastic manufacturing system (Q609673) (← links)
- Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems (Q658614) (← links)
- Classical solutions of linear regulator for degenerate diffusions (Q937470) (← links)
- Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary (Q1085135) (← links)
- Fourier-splitting method for solving hyperbolic LQR problems (Q1713203) (← links)
- Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups (Q1911770) (← links)
- A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces (Q2013932) (← links)
- Uniqueness of solution of production control problem in a manufacturing system with degenerate demand (Q2248264) (← links)
- On an infinite dimensional perturbed Riccati differential equation arising in stochastic control (Q2566761) (← links)
- The Stochastic Linear Quadratic Control Problem with Singular Estimates (Q2968550) (← links)
- Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales (Q3203604) (← links)
- Optimal Production Control in Stochastic Manufacturing Systems with Degenerate Demand (Q5406884) (← links)
- The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems (Q6043154) (← links)
