Pages that link to "Item:Q3874084"

The following pages link to Dynamic Programming Approach to Stochastic Evolution Equations (Q3874084):

Displaying 30 items.

• The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
• Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
• Existence of optimal and \(\varepsilon\)-optimal controls for the stochastic Navier-Stokes equation (Q697521) (← links)
• Model reduction for stochastic systems (Q744878) (← links)
• Direct solution of a Riccati equation arising in stochastic control theory (Q761411) (← links)
• Stochastic problems of absolute stability (Q885769) (← links)
• Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients (Q946222) (← links)
• Direct solution of a Riccati equation arising in a stochastic control problem with control and observation on the boundary (Q1085135) (← links)
• Invertibility of Riccati operators and controllability of related systems (Q1091328) (← links)
• Quadratic control for linear periodic systems (Q1104905) (← links)
• Lyapunov equations for time-varying linear systems (Q1124577) (← links)
• Stability of stochastic partial differential equation (Q1148615) (← links)
• Stability of semilinear stochastic evolution equations (Q1171041) (← links)
• Stability radii of linear systems with respect to stochastic perturbations (Q1199069) (← links)
• A Riccati equation approach to maximizing the stability radius of a linear system by state feedback under structured stochastic Lipschitzian perturbations (Q1319491) (← links)
• Asymptotic distribution of some quadratic functionals of linear stochastic evolution systems (Q1321264) (← links)
• Fourier-splitting method for solving hyperbolic LQR problems (Q1713203) (← links)
• Stabilization of partially observed stochastic evolution systems (Q1825850) (← links)
• Absolute stability approach to stochastic stability of infinite-dimensional nonlinear systems (Q1902578) (← links)
• A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces (Q2013932) (← links)
• Uniform stability of autonomous linear stochastic functional differential equations in infinite dimensions (Q2485476) (← 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)
• Absolute stability of a stochastic evolution equationt† (Q3313753) (← links)
• Semilinear stochastic evolution equations: boundedness, stability and invariant measurest (Q3324775) (← links)
• Equivalence of Lp stability and exponential stability for a class of nonlinear semigroups (Q3338823) (← links)
• The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems (Q6043154) (← links)
• (Q6097286) (← links)
• Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)