ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem

DOI10.1002/MANA.19901450111MaRDI QIDQ3487259zbMATH OpenOpenAlexFDO

Authors Constantin Tudor

Publication date 1990

Published in Mathematische Nachrichten (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/mana.19901450111

zbMATH Keywords

stochastic evolution equations\(\epsilon \) -optimalstochastic linear regulator problem

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20) Stochastic integral equations (60H20)

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Cites work

• Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales
• Semimartingales: A course on stochastic processes

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• Optimal control results for a class of stochastic Schrödinger equations
• Continuity of cost functional and optimal feedback controls for the stochastic Navier Stokes equation in 2D
• Existence of optimal and -optimal controls for the stochastic Cahn-Hilliard Navier-Stokes system
• scientific article; zbMATH DE number 4138637 (Why is no real title available?)
• ε-optimale Steuerung einer linearen parabolischen Ito-Gleichung
• Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales
• scientific article; zbMATH DE number 1583965 (Why is no real title available?)

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