Pages that link to "Item:Q1085135"
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The following pages link to Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary (Q1085135):
Displayed 17 items.
- Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions (Q255505) (← links)
- The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
- Stability radii of infinite-dimensional systems subjected to unbounded stochastic perturbations (Q450686) (← links)
- Properties of value function and existence of viscosity solution of HJB equation for stochastic boundary control problems (Q658614) (← links)
- Convergence of discrete-time Kalman filter estimate to continuous-time estimate for systems with unbounded observation (Q1659558) (← 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)
- Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882) (← links)
- The Stochastic Linear Quadratic Control Problem with Singular Estimates (Q2968550) (← links)
- Riccati equation arising in the boundary control of stochastic hyperbolic systems (Q3724214) (← links)
- Filtering and controal of stochastic differential equations with unbounded coefficients (Q3730729) (← links)
- The Stochastic LQR Optimal Control with Fractional Brownian Motion (Q4607777) (← links)
- (Q4844847) (← links)
- Integral Operator Riccati Equations Arising in Stochastic Volterra Control Problems (Q4990315) (← links)
- Optimal control of backward stochastic heat equation with Neumann boundary control and noise (Q5411918) (← links)
- The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems (Q6043154) (← links)